+98.8%
CVE vs CBRE
-7.7%
+106.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.4% |
| 7D | +2.5% | -2.0% | +4.5% | +2.2% |
| 30D | +16.7% | -2.2% | +18.9% | +16.4% |
| 3M | +9.3% | +12.9% | -3.6% | +11.2% |
| 6M | +43.6% | +4.3% | +39.3% | +45.0% |
| YTD | +93.6% | -8.0% | +101.6% | +92.9% |
| 1Y | +98.8% | -8.6% | +107.3% | +94.0% |
| All | +98.8% | -7.7% | +106.4% | +94.0% |
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