+62.0%
CVE vs CBRE
-13.9%
+75.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.4% |
| 7D | +4.6% | -2.8% | +7.4% | +4.1% |
| 30D | -12.0% | +2.2% | -14.2% | -11.4% |
| 3M | -3.8% | -10.1% | +6.3% | -5.1% |
| 6M | -2.7% | -8.0% | +5.3% | -3.4% |
| YTD | +73.6% | -17.6% | +91.2% | +70.6% |
| 1Y | +62.0% | -14.7% | +76.7% | +58.6% |
| All | +62.0% | -13.9% | +75.9% | +58.6% |
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 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