+172.1%
EXC vs CBRE
+397.3%
-225.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -1.2% | +5.2% | -6.3% | -2.6% |
| 30D | +10.0% | +6.2% | +3.7% | +7.9% |
| 3M | +1.6% | -8.1% | +9.7% | +3.5% |
| 6M | +3.3% | -6.6% | +9.9% | +4.3% |
| YTD | +7.6% | -15.7% | +23.3% | +10.6% |
| 1Y | +3.5% | -9.7% | +13.1% | +4.1% |
| 3Y | +27.7% | +80.4% | -52.7% | +0.2% |
| 5Y | +41.1% | +27.0% | +14.1% | +21.4% |
| All | +172.1% | +397.3% | -225.2% | +61.0% |
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