+427.3%
CSX vs CBRE
+397.3%
+30.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -3.1% |
| 7D | -5.5% | +5.2% | -10.7% | -7.5% |
| 30D | +4.9% | +6.2% | -1.3% | +2.0% |
| 3M | -2.9% | -8.1% | +5.2% | -0.4% |
| 6M | +8.3% | -6.6% | +15.0% | +9.6% |
| YTD | +36.7% | -15.7% | +52.5% | +42.4% |
| 1Y | +41.5% | -9.7% | +51.2% | +42.9% |
| 3Y | +68.6% | +80.4% | -11.8% | +20.6% |
| 5Y | +48.4% | +27.0% | +21.4% | +21.4% |
| All | +427.3% | +397.3% | +30.0% | +147.8% |
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