+162.3%
CVE vs CBRE
+392.8%
-230.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | +2.5% | -2.0% | +4.5% | +3.4% |
| 30D | +16.7% | -2.2% | +18.9% | +17.3% |
| 3M | +9.3% | +12.9% | -3.6% | +0.7% |
| 6M | +43.6% | +4.3% | +39.3% | +36.3% |
| YTD | +93.6% | -8.0% | +101.6% | +93.8% |
| 1Y | +98.8% | -8.6% | +107.3% | +98.2% |
| 3Y | +73.6% | +71.9% | +1.7% | +12.3% |
| 5Y | +312.5% | +50.0% | +262.5% | +178.4% |
| All | +162.3% | +392.8% | -230.6% | +3.1% |
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 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