-24.4%
DOW vs CBRE
+86.2%
-110.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.2% |
| 7D | -6.8% | -0.5% | -6.3% | -6.8% |
| 30D | +10.8% | +3.1% | +7.7% | +9.7% |
| 3M | +4.1% | -6.4% | +10.5% | +5.1% |
| 6M | -12.7% | -7.9% | -4.9% | -11.8% |
| YTD | +39.2% | -16.2% | +55.4% | +43.9% |
| 1Y | +49.5% | -11.2% | +60.7% | +50.4% |
| 3Y | -24.4% | +83.4% | -107.8% | -45.3% |
| All | -24.4% | +86.2% | -110.5% | -45.3% |
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