+134.5%
CVE vs CBRE
+397.3%
-262.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -16.1% | +5.2% | -21.3% | -18.7% |
| 30D | -10.4% | +6.2% | -16.6% | -14.0% |
| 3M | -2.4% | -8.1% | +5.7% | 0.0% |
| 6M | -4.4% | -6.6% | +2.2% | -4.3% |
| YTD | +64.9% | -15.7% | +80.7% | +70.4% |
| 1Y | +66.0% | -9.7% | +75.7% | +64.2% |
| 3Y | +57.7% | +80.4% | -22.7% | -3.3% |
| 5Y | +144.7% | +27.0% | +117.7% | +79.9% |
| All | +134.5% | +397.3% | -262.8% | -0.5% |
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