+148.6%
CVE vs CBRE
+379.0%
-230.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.4% |
| 7D | +5.9% | -1.8% | +7.7% | +6.8% |
| 30D | -10.9% | +3.3% | -14.2% | -13.3% |
| 3M | -4.5% | -12.4% | +7.8% | +0.3% |
| 6M | -1.0% | -5.4% | +4.4% | -1.6% |
| YTD | +74.7% | -17.2% | +91.9% | +82.1% |
| 1Y | +65.8% | -13.1% | +78.9% | +67.4% |
| 3Y | +73.2% | +81.6% | -8.4% | +5.4% |
| 5Y | +155.6% | +26.4% | +129.2% | +87.6% |
| All | +148.6% | +379.0% | -230.5% | +5.9% |
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