+69.0%
F vs CBRE
+387.8%
-318.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -2.1% | -4.6% | +2.5% | +0.2% |
| 30D | +3.3% | +3.0% | +0.4% | +1.5% |
| 3M | -11.3% | -8.7% | -2.6% | -7.5% |
| 6M | +5.3% | -7.9% | +13.2% | +8.0% |
| YTD | -2.2% | -16.3% | +14.1% | +3.7% |
| 1Y | -3.5% | -13.1% | +9.6% | +0.1% |
| 3Y | +49.5% | +83.1% | -33.6% | -2.9% |
| 5Y | -13.5% | +27.7% | -41.2% | -31.7% |
| 10Y | +69.0% | +386.9% | -317.9% | -31.7% |
| All | +69.0% | +387.8% | -318.8% | -31.7% |
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 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