+452.3%
D vs CBRE
+2,039.6%
-1,587.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +3.0% | +5.2% | -2.2% | +2.3% |
| 30D | +11.5% | +6.2% | +5.3% | +10.6% |
| 3M | +3.7% | -8.1% | +11.8% | +4.6% |
| 6M | +13.5% | -6.6% | +20.2% | +14.1% |
| YTD | +20.7% | -15.7% | +36.4% | +22.4% |
| 1Y | +18.2% | -9.7% | +27.9% | +18.8% |
| 3Y | +73.3% | +80.4% | -7.1% | +58.8% |
| 5Y | +12.3% | +27.0% | -14.8% | +6.4% |
| 10Y | +43.4% | +412.9% | -369.5% | +14.1% |
| All | +452.3% | +2,039.6% | -1,587.3% | +246.6% |
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