+430.1%
D vs CBRE
+2,234.5%
-1,804.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +0.4% | -2.0% | +2.4% | +0.7% |
| 30D | -3.6% | -2.2% | -1.4% | -3.4% |
| 3M | -1.0% | +12.9% | -13.9% | -2.6% |
| 6M | +6.3% | +4.3% | +2.0% | +5.4% |
| YTD | +14.7% | -8.0% | +22.8% | +15.2% |
| 1Y | +16.9% | -8.6% | +25.5% | +17.4% |
| 3Y | +56.8% | +71.9% | -15.1% | +44.6% |
| 5Y | +5.2% | +50.0% | -44.8% | -2.2% |
| 10Y | +35.9% | +390.1% | -354.2% | +8.4% |
| All | +430.1% | +2,234.5% | -1,804.4% | +229.5% |
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