+218.9%
CTVA vs CBRE
+188.9%
+30.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -4.7% | -7.2% | +2.6% | -1.8% |
| 30D | +11.1% | -6.4% | +17.5% | +13.7% |
| 3M | +13.7% | +2.9% | +10.8% | +11.7% |
| 6M | +11.2% | +2.5% | +8.7% | +8.6% |
| YTD | +26.9% | -14.2% | +41.1% | +31.9% |
| 1Y | +18.8% | -15.1% | +34.0% | +23.8% |
| 3Y | +75.9% | +61.9% | +14.1% | +33.7% |
| 5Y | +105.2% | +42.4% | +62.8% | +60.5% |
| All | +218.9% | +188.9% | +30.1% | +90.2% |
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