-35.9%
DOW vs CBRE
+45.8%
-81.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +1.7% |
| 7D | -2.9% | -1.5% | -1.4% | -2.6% |
| 30D | +2.0% | -4.0% | +5.9% | +3.0% |
| 3M | -12.5% | +8.0% | -20.5% | -15.9% |
| 6M | -9.2% | +4.0% | -13.2% | -12.3% |
| YTD | +30.8% | -11.5% | +42.3% | +33.7% |
| 1Y | +29.4% | -13.0% | +42.4% | +33.1% |
| 3Y | -34.6% | +66.9% | -101.5% | -50.5% |
| 5Y | -35.9% | +45.0% | -81.0% | -52.3% |
| All | -35.9% | +45.8% | -81.7% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling