+629.1%
CRS vs CBRE
+63.2%
+565.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | -0.5% | -1.7% | +1.1% | +0.1% |
| 30D | -18.1% | -3.0% | -15.1% | -17.4% |
| 3M | -12.4% | +2.6% | -15.1% | -14.4% |
| 6M | +15.9% | +2.0% | +13.9% | +13.4% |
| YTD | +45.8% | -13.1% | +59.0% | +50.7% |
| 1Y | +87.8% | -13.8% | +101.6% | +94.2% |
| All | +629.1% | +63.2% | +565.9% | +384.4% |
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