-9.6%
CRS vs CBRE
-13.9%
+4.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | +7.4% | -2.8% | +10.2% | +7.9% |
| 30D | -21.2% | +2.2% | -23.4% | -21.2% |
| 3M | -43.3% | -10.1% | -33.2% | -42.9% |
| 6M | -29.4% | -8.0% | -21.4% | -28.8% |
| YTD | -4.7% | -17.6% | +12.9% | -7.6% |
| 1Y | -9.6% | -14.7% | +5.1% | -13.9% |
| All | -9.6% | -13.9% | +4.3% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling