+348.4%
EXC vs CBRE
+2,024.9%
-1,676.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -1.4% | -4.6% | +3.3% | -0.6% |
| 30D | +8.3% | +3.0% | +5.3% | +7.6% |
| 3M | +2.6% | -8.7% | +11.4% | +3.9% |
| 6M | +5.2% | -7.9% | +13.1% | +6.1% |
| YTD | +7.5% | -16.3% | +23.8% | +9.6% |
| 1Y | +3.2% | -13.1% | +16.3% | +4.4% |
| 3Y | +29.5% | +83.1% | -53.6% | +13.7% |
| 5Y | +39.7% | +27.7% | +11.9% | +29.0% |
| 10Y | +200.1% | +386.9% | -186.8% | +118.4% |
| All | +348.4% | +2,024.9% | -1,676.6% | +131.5% |
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