+106.0%
F vs CBRE
+2,234.5%
-2,128.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +5.3% | -2.0% | +7.3% | +5.9% |
| 30D | +4.6% | -2.2% | +6.8% | +5.2% |
| 3M | -3.7% | +12.9% | -16.6% | -7.6% |
| 6M | +16.8% | +4.3% | +12.5% | +14.3% |
| YTD | +15.3% | -8.0% | +23.3% | +16.5% |
| 1Y | +31.0% | -8.6% | +39.6% | +32.4% |
| 3Y | +45.4% | +71.9% | -26.4% | +18.1% |
| 5Y | +54.7% | +50.0% | +4.7% | +31.7% |
| 10Y | +98.2% | +390.1% | -291.8% | +16.9% |
| All | +106.0% | +2,234.5% | -2,128.5% | -13.1% |
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