+720.6%
CRH vs CBRE
+2,118.6%
-1,398.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | -6.1% | -5.0% | -1.1% | -4.5% |
| 30D | -9.3% | -4.7% | -4.6% | -8.0% |
| 3M | -15.2% | +6.5% | -21.7% | -17.1% |
| 6M | -14.2% | +6.1% | -20.3% | -16.1% |
| YTD | -28.3% | -12.6% | -15.6% | -25.7% |
| 1Y | -21.8% | -15.3% | -6.5% | -18.4% |
| 3Y | +71.6% | +64.6% | +7.0% | +43.8% |
| 5Y | +96.6% | +45.0% | +51.6% | +71.2% |
| 10Y | +253.8% | +404.2% | -150.3% | +107.0% |
| All | +720.6% | +2,118.6% | -1,398.0% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling