+55.2%
HYG vs CBRE
+407.4%
-352.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.3% |
| 7D | -0.7% | -5.0% | +4.3% | 0.0% |
| 30D | -0.7% | -4.7% | +3.9% | -0.1% |
| 3M | -0.2% | +6.5% | -6.7% | -1.4% |
| 6M | +1.4% | +6.1% | -4.6% | +0.2% |
| YTD | +1.5% | -12.6% | +14.1% | +2.8% |
| 1Y | +2.9% | -15.3% | +18.2% | +4.6% |
| 3Y | +25.6% | +64.6% | -39.0% | +13.4% |
| 5Y | +18.6% | +45.0% | -26.4% | +7.6% |
| All | +55.2% | +407.4% | -352.2% | +15.2% |
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 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