+5,676.4%
CRM vs CBRE
+2,123.0%
+3,553.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -5.0% | -1.7% | -3.3% | -4.5% |
| 30D | +23.6% | -3.0% | +26.6% | +24.6% |
| 3M | +39.6% | +2.6% | +37.0% | +38.3% |
| 6M | +23.4% | +2.0% | +21.4% | +22.2% |
| YTD | -7.4% | -13.1% | +5.8% | -4.1% |
| 1Y | -2.3% | -13.8% | +11.5% | +1.2% |
| 3Y | +10.5% | +63.9% | -53.4% | -7.0% |
| 5Y | -4.7% | +42.3% | -47.1% | -16.7% |
| 10Y | +234.7% | +401.2% | -166.4% | +92.5% |
| All | +5,676.4% | +2,123.0% | +3,553.4% | +1,825.9% |
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