+67.3%
CSGP vs CBRE
+421.6%
-354.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.3% |
| 7D | -1.8% | +1.0% | -2.9% | -2.3% |
| 30D | +5.3% | +5.6% | -0.3% | +2.4% |
| 3M | +3.3% | -6.8% | +10.1% | +6.7% |
| 6M | -4.7% | -5.6% | +0.9% | -2.1% |
| YTD | -53.5% | -14.1% | -39.5% | -50.3% |
| 1Y | -53.7% | -9.5% | -44.2% | -51.7% |
| 3Y | -59.7% | +91.8% | -151.5% | -70.4% |
| 5Y | -62.5% | +30.3% | -92.8% | -68.0% |
| 10Y | +67.3% | +406.9% | -339.6% | -15.7% |
| All | +67.3% | +421.6% | -354.3% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling