-12.5%
F vs CBRE
+27.5%
-40.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.2% |
| 30D | +2.1% | +3.1% | -0.9% | +0.4% |
| 3M | -10.3% | -6.4% | -3.9% | -7.8% |
| 6M | +3.3% | -7.9% | +11.1% | +5.9% |
| YTD | -2.0% | -16.2% | +14.2% | +3.8% |
| 1Y | -2.3% | -11.2% | +8.9% | 0.0% |
| 3Y | +49.9% | +83.4% | -33.5% | -9.9% |
| 5Y | -12.5% | +28.4% | -40.9% | -33.1% |
| All | -12.5% | +27.5% | -40.0% | -33.1% |
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