+131.2%
CTVA vs CBRE
+177.5%
-46.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -1.5% | -22.8% | -23.7% |
| 7D | -23.7% | -2.8% | -20.9% | -22.7% |
| 30D | -31.2% | +2.2% | -33.4% | -31.9% |
| 3M | -18.7% | -10.1% | -8.7% | -15.7% |
| 6M | -25.5% | -8.0% | -17.5% | -23.9% |
| YTD | -8.0% | -17.6% | +9.6% | -3.1% |
| 1Y | -7.0% | -14.7% | +7.7% | -3.5% |
| 3Y | +45.2% | +80.4% | -35.1% | +4.9% |
| 5Y | +32.3% | +25.9% | +6.4% | +9.3% |
| All | +131.2% | +177.5% | -46.2% | +39.7% |
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 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