+35.3%
D vs CBRE
+378.3%
-343.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.4% |
| 7D | +0.8% | -1.5% | +2.3% | +1.1% |
| 30D | -0.7% | -4.0% | +3.3% | 0.0% |
| 3M | +2.1% | +8.0% | -5.9% | -0.1% |
| 6M | +6.8% | +4.0% | +2.9% | +5.2% |
| YTD | +16.5% | -11.5% | +28.1% | +18.3% |
| 1Y | +19.2% | -13.0% | +32.2% | +21.3% |
| 3Y | +61.9% | +66.9% | -5.0% | +37.5% |
| 5Y | +6.5% | +45.0% | -38.5% | -8.2% |
| 10Y | +35.3% | +385.0% | -349.8% | -10.3% |
| All | +35.3% | +378.3% | -343.1% | -10.3% |
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