+73.3%
CSGP vs CBRE
+400.4%
-327.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | 0.0% |
| 7D | +13.9% | +6.0% | +7.9% | +10.8% |
| 30D | +16.0% | +4.4% | +11.6% | +13.5% |
| 3M | +6.1% | -9.8% | +15.9% | +11.3% |
| 6M | -8.2% | -4.4% | -3.8% | -6.3% |
| YTD | -52.3% | -15.2% | -37.1% | -48.7% |
| 1Y | -54.5% | -9.1% | -45.4% | -52.6% |
| 3Y | -58.6% | +79.4% | -138.0% | -68.6% |
| 5Y | -61.5% | +27.8% | -89.3% | -66.8% |
| All | +73.3% | +400.4% | -327.0% | -12.0% |
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