+7.8%
D vs CBRE
+50.7%
-43.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +1.5% | -2.0% | +3.4% | +1.8% |
| 30D | -2.6% | -2.2% | -0.4% | -2.3% |
| 3M | 0.0% | +12.9% | -12.9% | -2.8% |
| 6M | +7.4% | +4.3% | +3.0% | +5.8% |
| YTD | +15.9% | -8.0% | +23.9% | +16.6% |
| 1Y | +18.1% | -8.6% | +26.7% | +18.9% |
| 3Y | +58.4% | +71.9% | -13.5% | +31.8% |
| All | +7.8% | +50.7% | -43.0% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling