-4.2%
CTVA vs CBRE
-13.6%
+9.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -20.8% | -1.8% | -19.0% | -20.5% |
| 30D | -29.6% | +3.3% | -32.9% | -29.8% |
| 3M | -16.9% | -12.4% | -4.5% | -15.9% |
| 6M | -24.3% | -5.4% | -18.9% | -23.7% |
| YTD | -5.6% | -17.2% | +11.6% | -5.9% |
| 1Y | -4.2% | -13.1% | +8.9% | -6.8% |
| All | -4.2% | -13.6% | +9.4% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling