+265.0%
GE vs CBRE
+2,039.6%
-1,774.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | +7.1% | +5.2% | +1.9% | +5.5% |
| 30D | +6.5% | +6.2% | +0.2% | +4.4% |
| 3M | -13.6% | -8.1% | -5.5% | -11.7% |
| 6M | +6.0% | -6.6% | +12.6% | +7.4% |
| YTD | +5.4% | -15.7% | +21.1% | +9.4% |
| 1Y | +6.5% | -9.7% | +16.1% | +8.1% |
| 3Y | +268.6% | +80.4% | +188.2% | +199.7% |
| 5Y | +389.0% | +27.0% | +362.0% | +337.7% |
| 10Y | +163.3% | +412.9% | -249.6% | +58.1% |
| All | +265.0% | +2,039.6% | -1,774.7% | +34.2% |
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