-71.2%
GRAB vs CBRE
+43.6%
-114.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.6% |
| 7D | -10.8% | -5.0% | -5.9% | -8.8% |
| 30D | -15.5% | -4.7% | -10.8% | -13.9% |
| 3M | -9.0% | +6.5% | -15.5% | -11.6% |
| 6M | -21.6% | +6.1% | -27.6% | -23.9% |
| YTD | -38.9% | -12.6% | -26.3% | -36.3% |
| 1Y | -44.8% | -15.3% | -29.5% | -41.9% |
| 3Y | -18.4% | +64.6% | -83.1% | -40.2% |
| All | -71.2% | +43.6% | -114.8% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling