+89.9%
CVE vs CBRE
+1,189.0%
-1,099.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | +2.5% | -2.0% | +4.5% | +3.3% |
| 30D | +16.7% | -2.2% | +18.9% | +17.3% |
| 3M | +9.3% | +12.9% | -3.6% | +1.4% |
| 6M | +43.6% | +4.3% | +39.3% | +36.9% |
| YTD | +93.6% | -8.0% | +101.6% | +93.8% |
| 1Y | +98.8% | -8.6% | +107.3% | +98.4% |
| 3Y | +73.6% | +71.9% | +1.7% | +19.6% |
| 5Y | +312.5% | +50.0% | +262.5% | +195.4% |
| 10Y | +161.0% | +390.1% | -229.0% | +5.1% |
| All | +89.9% | +1,189.0% | -1,099.1% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling