+137.2%
CVE vs CBRE
+388.5%
-251.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.5% |
| 7D | -10.0% | -0.5% | -9.4% | -10.0% |
| 30D | -11.9% | +3.1% | -14.9% | -14.2% |
| 3M | -5.9% | -6.4% | +0.4% | -4.5% |
| 6M | -1.6% | -7.9% | +6.3% | -0.7% |
| YTD | +66.3% | -16.2% | +82.4% | +72.2% |
| 1Y | +57.5% | -11.2% | +68.7% | +57.3% |
| 3Y | +65.4% | +83.4% | -18.0% | +0.3% |
| 5Y | +144.2% | +28.4% | +115.7% | +77.8% |
| All | +137.2% | +388.5% | -251.4% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling