+105.1%
CTVA vs CBRE
+42.7%
+62.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | -5.8% | -1.7% | -4.1% | -5.4% |
| 30D | +11.1% | -3.0% | +14.0% | +11.8% |
| 3M | +13.2% | +2.6% | +10.6% | +11.9% |
| 6M | +8.7% | +2.0% | +6.7% | +7.2% |
| YTD | +27.3% | -13.1% | +40.4% | +30.8% |
| 1Y | +18.0% | -13.8% | +31.8% | +21.3% |
| 3Y | +76.5% | +63.9% | +12.6% | +42.7% |
| 5Y | +105.1% | +42.3% | +62.8% | +67.4% |
| All | +105.1% | +42.7% | +62.4% | +67.4% |
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