-74.3%
GRAB vs CBRE
+126.7%
-201.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.6% |
| 7D | -10.8% | -5.0% | -5.9% | -8.9% |
| 30D | -15.5% | -4.7% | -10.8% | -14.0% |
| 3M | -9.0% | +6.5% | -15.5% | -11.4% |
| 6M | -21.6% | +6.1% | -27.6% | -23.7% |
| YTD | -38.9% | -12.6% | -26.3% | -36.5% |
| 1Y | -44.8% | -15.3% | -29.5% | -42.1% |
| 3Y | -18.4% | +64.6% | -83.1% | -37.9% |
| 5Y | -71.6% | +45.0% | -116.6% | -78.2% |
| All | -74.3% | +126.7% | -201.0% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling