+76.5%
F vs CBRE
+2,052.9%
-1,976.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | 0.0% |
| 7D | +1.4% | +6.0% | -4.7% | -0.5% |
| 30D | +2.0% | +4.4% | -2.3% | +0.6% |
| 3M | -10.4% | -9.8% | -0.6% | -7.6% |
| 6M | +9.7% | -4.4% | +14.1% | +10.3% |
| YTD | -1.2% | -15.2% | +14.0% | +2.3% |
| 1Y | 0.0% | -9.1% | +9.2% | +1.3% |
| 3Y | +41.1% | +79.4% | -38.3% | +13.1% |
| 5Y | -11.4% | +27.8% | -39.2% | -20.8% |
| 10Y | +85.0% | +416.1% | -331.1% | +7.9% |
| All | +76.5% | +2,052.9% | -1,976.4% | -23.7% |
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 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