+137.3%
CTVA vs CBRE
+178.7%
-41.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | -20.8% | -1.8% | -19.0% | -20.1% |
| 30D | -29.6% | +3.3% | -32.9% | -30.6% |
| 3M | -16.9% | -12.4% | -4.5% | -12.9% |
| 6M | -24.3% | -5.4% | -18.9% | -23.5% |
| YTD | -5.6% | -17.2% | +11.6% | -0.7% |
| 1Y | -4.2% | -13.1% | +8.9% | -1.4% |
| 3Y | +43.3% | +81.6% | -38.3% | +3.2% |
| 5Y | +35.7% | +26.4% | +9.3% | +12.0% |
| All | +137.3% | +178.7% | -41.4% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling