+332.3%
CRS vs CBRE
+82.7%
+249.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | +4.8% | -1.8% | +6.5% | +5.6% |
| 30D | -23.2% | +3.3% | -26.5% | -24.1% |
| 3M | -45.5% | -12.4% | -33.1% | -42.7% |
| 6M | -33.1% | -5.4% | -27.8% | -32.4% |
| YTD | -7.2% | -17.2% | +10.0% | -2.1% |
| 1Y | -10.0% | -13.1% | +3.1% | -7.9% |
| 3Y | +332.3% | +81.6% | +250.8% | +186.7% |
| All | +332.3% | +82.7% | +249.6% | +186.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling