+0.4%
DOW vs CBRE
+162.7%
-162.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.6% |
| 7D | +3.7% | -2.8% | +6.5% | +4.9% |
| 30D | +16.3% | +2.2% | +14.1% | +14.2% |
| 3M | +9.7% | -10.1% | +19.8% | +13.6% |
| 6M | -14.1% | -8.0% | -6.1% | -13.1% |
| YTD | +46.6% | -17.6% | +64.2% | +53.5% |
| 1Y | +56.8% | -14.7% | +71.5% | +61.1% |
| 3Y | -20.4% | +80.4% | -100.7% | -47.3% |
| 5Y | -27.4% | +25.9% | -53.3% | -43.2% |
| All | +0.4% | +162.7% | -162.2% | -46.7% |
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