+23.7%
EXC vs CBRE
+72.5%
-48.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +0.3% | -2.0% | +2.3% | +0.4% |
| 30D | -3.7% | -2.2% | -1.5% | -3.6% |
| 3M | -1.3% | +12.9% | -14.2% | -2.2% |
| 6M | -9.7% | +4.3% | -14.0% | -10.2% |
| YTD | +2.9% | -8.0% | +10.9% | +3.3% |
| 1Y | +4.4% | -8.6% | +12.9% | +4.8% |
| All | +23.7% | +72.5% | -48.8% | +7.2% |
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