+67.8%
CSX vs CBRE
+50.7%
+17.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -3.4% | -2.0% | -1.4% | -2.8% |
| 30D | -3.1% | -2.2% | -0.9% | -2.6% |
| 3M | +7.2% | +12.9% | -5.7% | +2.7% |
| 6M | +16.2% | +4.3% | +11.9% | +13.7% |
| YTD | +37.5% | -8.0% | +45.6% | +39.0% |
| 1Y | +53.2% | -8.6% | +61.8% | +55.0% |
| 3Y | +68.2% | +71.9% | -3.6% | +31.9% |
| All | +67.8% | +50.7% | +17.1% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling