+4,122.7%
CRS vs CBRE
+2,146.2%
+1,976.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.3% | -2.0% |
| 7D | -3.1% | -1.5% | -1.5% | -2.5% |
| 30D | -19.6% | -4.0% | -15.6% | -18.6% |
| 3M | -8.1% | +8.0% | -16.1% | -11.8% |
| 6M | +18.6% | +4.0% | +14.6% | +15.3% |
| YTD | +45.9% | -11.5% | +57.4% | +49.4% |
| 1Y | +82.5% | -13.0% | +95.5% | +87.7% |
| 3Y | +648.9% | +66.9% | +582.0% | +488.9% |
| 5Y | +1,438.1% | +45.0% | +1,393.1% | +1,183.2% |
| 10Y | +1,327.0% | +385.0% | +942.0% | +695.8% |
| All | +4,122.7% | +2,146.2% | +1,976.5% | +1,029.4% |
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 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