+94.1%
CRH vs CBRE
+43.6%
+50.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | 0.0% |
| 7D | -6.1% | -5.0% | -1.1% | -3.4% |
| 30D | -9.3% | -4.7% | -4.6% | -7.2% |
| 3M | -15.2% | +6.5% | -21.7% | -18.6% |
| 6M | -14.2% | +6.1% | -20.3% | -17.7% |
| YTD | -28.3% | -12.6% | -15.6% | -24.3% |
| 1Y | -21.8% | -15.3% | -6.5% | -16.4% |
| 3Y | +71.6% | +64.6% | +7.0% | +20.3% |
| All | +94.1% | +43.6% | +50.5% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling