+78.9%
CTVA vs CBRE
+67.4%
+11.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.4% |
| 7D | -2.1% | -1.5% | -0.6% | -1.8% |
| 30D | +12.0% | -4.0% | +16.0% | +12.9% |
| 3M | +13.5% | +8.0% | +5.5% | +11.1% |
| 6M | +12.1% | +4.0% | +8.1% | +10.3% |
| YTD | +29.0% | -11.5% | +40.5% | +31.5% |
| 1Y | +18.9% | -13.0% | +31.9% | +21.6% |
| 3Y | +78.9% | +66.9% | +12.0% | +41.2% |
| All | +78.9% | +67.4% | +11.5% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling