+55.6%
CSGP vs CBRE
+376.9%
-321.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | +0.2% |
| 7D | -6.1% | -2.8% | -3.3% | -4.8% |
| 30D | +0.3% | +2.2% | -1.9% | -0.8% |
| 3M | -1.3% | -10.1% | +8.8% | +3.9% |
| 6M | -8.9% | -8.0% | -0.9% | -5.3% |
| YTD | -55.2% | -17.6% | -37.7% | -51.2% |
| 1Y | -56.4% | -14.7% | -41.7% | -53.2% |
| 3Y | -62.2% | +80.4% | -142.6% | -71.4% |
| 5Y | -63.7% | +25.9% | -89.6% | -68.4% |
| All | +55.6% | +376.9% | -321.3% | -17.1% |
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