+695.8%
CSGP vs CBRE
+2,128.1%
-1,432.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +2.9% |
| 7D | +18.3% | +14.1% | +4.2% | +14.1% |
| 30D | +17.8% | +9.0% | +8.7% | +15.0% |
| 3M | +9.3% | -6.6% | +15.8% | +11.4% |
| 6M | -7.9% | +0.8% | -8.7% | -8.0% |
| YTD | -51.5% | -12.2% | -39.3% | -49.8% |
| 1Y | -53.3% | -6.8% | -46.5% | -52.4% |
| 3Y | -57.9% | +85.6% | -143.5% | -64.4% |
| 5Y | -61.3% | +33.9% | -95.2% | -64.5% |
| 10Y | +77.5% | +434.1% | -356.6% | +12.4% |
| All | +695.8% | +2,128.1% | -1,432.3% | +212.0% |
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 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