-35.3%
DOW vs CBRE
+73.2%
-108.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -2.4% | -2.0% | -0.4% | -1.9% |
| 30D | +0.4% | -2.2% | +2.6% | +0.7% |
| 3M | -14.4% | +12.9% | -27.3% | -18.1% |
| 6M | -7.0% | +4.3% | -11.3% | -9.3% |
| YTD | +30.2% | -8.0% | +38.2% | +32.0% |
| 1Y | +29.2% | -8.6% | +37.8% | +31.0% |
| All | -35.3% | +73.2% | -108.5% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling