-60.3%
CSGP vs CBRE
+79.1%
-139.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.3% |
| 7D | +1.3% | +5.2% | -3.9% | -1.6% |
| 30D | +10.7% | +6.2% | +4.5% | +6.7% |
| 3M | +3.3% | -8.1% | +11.4% | +8.2% |
| 6M | -10.3% | -6.6% | -3.7% | -6.9% |
| YTD | -54.6% | -15.7% | -38.8% | -50.4% |
| 1Y | -54.6% | -9.7% | -45.0% | -52.3% |
| 3Y | -60.3% | +80.4% | -140.7% | -70.2% |
| All | -60.3% | +79.1% | -139.4% | -70.2% |
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