+416.4%
CSX vs CBRE
+387.8%
+28.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.3% | -4.6% | +4.3% | +1.6% |
| 30D | +8.7% | +3.0% | +5.7% | +7.0% |
| 3M | +4.2% | -8.7% | +12.9% | +7.2% |
| 6M | +16.7% | -7.9% | +24.6% | +18.7% |
| YTD | +44.5% | -16.3% | +60.8% | +50.9% |
| 1Y | +50.3% | -13.1% | +63.4% | +54.3% |
| 3Y | +76.3% | +83.1% | -6.8% | +25.2% |
| 5Y | +58.1% | +27.7% | +30.4% | +28.9% |
| 10Y | +416.4% | +386.9% | +29.5% | +143.1% |
| All | +416.4% | +387.8% | +28.6% | +143.1% |
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