-10.9%
DOW vs CBRE
+176.8%
-187.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.3% |
| 7D | -6.0% | -1.7% | -4.3% | -5.4% |
| 30D | -2.7% | -3.0% | +0.2% | -1.9% |
| 3M | -10.5% | +2.6% | -13.1% | -12.9% |
| 6M | -12.4% | +2.0% | -14.4% | -15.7% |
| YTD | +30.0% | -13.1% | +43.2% | +34.2% |
| 1Y | +27.8% | -13.8% | +41.6% | +32.2% |
| 3Y | -34.9% | +63.9% | -98.8% | -54.0% |
| 5Y | -35.9% | +42.3% | -78.2% | -52.6% |
| All | -10.9% | +176.8% | -187.8% | -53.4% |
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