+655.0%
CSGP vs CBRE
+2,234.5%
-1,579.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -4.1% | -2.0% | -2.1% | -3.6% |
| 30D | +2.3% | -2.2% | +4.5% | +3.0% |
| 3M | -8.2% | +12.9% | -21.1% | -11.0% |
| 6M | -35.1% | +4.3% | -39.4% | -35.8% |
| YTD | -54.0% | -8.0% | -46.0% | -52.9% |
| 1Y | -65.3% | -8.6% | -56.7% | -64.4% |
| 3Y | -62.6% | +71.9% | -134.4% | -67.7% |
| 5Y | -64.8% | +50.0% | -114.8% | -68.7% |
| 10Y | +45.1% | +390.1% | -345.0% | -6.4% |
| All | +655.0% | +2,234.5% | -1,579.5% | +192.3% |
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