+40.4%
EXC vs CBRE
+26.1%
+14.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.3% |
| 7D | +1.4% | -1.8% | +3.1% | +1.7% |
| 30D | +8.6% | +3.3% | +5.3% | +7.8% |
| 3M | +2.4% | -12.4% | +14.7% | +4.3% |
| 6M | +6.5% | -5.4% | +11.8% | +6.9% |
| YTD | +9.0% | -17.2% | +26.3% | +11.4% |
| 1Y | +4.6% | -13.1% | +17.7% | +5.7% |
| 3Y | +33.5% | +81.6% | -48.1% | +10.1% |
| All | +40.4% | +26.1% | +14.3% | +22.0% |
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 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