+62.8%
CVE vs CBRE
+1,088.8%
-1,026.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.6% | -1.1% |
| 7D | -14.1% | +6.0% | -20.1% | -16.9% |
| 30D | -11.6% | +4.4% | -16.0% | -14.3% |
| 3M | 0.0% | -9.8% | +9.8% | +3.2% |
| 6M | -8.4% | -4.4% | -4.0% | -9.4% |
| YTD | +65.9% | -15.2% | +81.1% | +70.5% |
| 1Y | +69.4% | -9.1% | +78.6% | +67.7% |
| 3Y | +55.9% | +79.4% | -23.5% | +3.8% |
| 5Y | +146.2% | +27.8% | +118.3% | +89.1% |
| 10Y | +140.6% | +416.1% | -275.5% | -5.9% |
| All | +62.8% | +1,088.8% | -1,026.0% | -57.0% |
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