-0.8%
CRM vs CBRE
+43.6%
-44.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.1% |
| 7D | -4.4% | -5.0% | +0.5% | -2.1% |
| 30D | +28.1% | -4.7% | +32.8% | +30.8% |
| 3M | +48.8% | +6.5% | +42.3% | +43.9% |
| 6M | +28.3% | +6.1% | +22.2% | +23.6% |
| YTD | -6.0% | -12.6% | +6.6% | -1.1% |
| 1Y | +1.4% | -15.3% | +16.7% | +8.1% |
| 3Y | +11.8% | +64.6% | -52.8% | -18.8% |
| All | -0.8% | +43.6% | -44.4% | -24.3% |
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