+48.4%
D vs CBRE
+387.8%
-339.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -2.4% | -4.6% | +2.2% | -1.4% |
| 30D | +9.0% | +3.0% | +6.0% | +8.1% |
| 3M | +1.0% | -8.7% | +9.7% | +2.6% |
| 6M | +11.0% | -7.9% | +18.9% | +12.3% |
| YTD | +19.8% | -16.3% | +36.1% | +22.9% |
| 1Y | +16.0% | -13.1% | +29.1% | +17.7% |
| 3Y | +74.4% | +83.1% | -8.8% | +44.4% |
| 5Y | +13.5% | +27.7% | -14.2% | +0.6% |
| 10Y | +48.4% | +386.9% | -338.5% | +2.8% |
| All | +48.4% | +387.8% | -339.4% | +2.8% |
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