+75.2%
F vs CBRE
+2,039.6%
-1,964.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +1.6% | +5.2% | -3.6% | -0.1% |
| 30D | +2.6% | +6.2% | -3.6% | +0.6% |
| 3M | -8.8% | -8.1% | -0.7% | -6.5% |
| 6M | +4.6% | -6.6% | +11.3% | +6.0% |
| YTD | -1.9% | -15.7% | +13.8% | +1.8% |
| 1Y | -0.8% | -9.7% | +8.9% | +0.7% |
| 3Y | +43.5% | +80.4% | -36.9% | +14.8% |
| 5Y | -12.1% | +27.0% | -39.1% | -21.2% |
| 10Y | +83.6% | +412.9% | -329.3% | +7.3% |
| All | +75.2% | +2,039.6% | -1,964.4% | -24.1% |
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 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