+27.6%
IR vs CBRE
+79.1%
-51.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +3.7% | +5.2% | -1.5% | +1.5% |
| 30D | +7.4% | +6.2% | +1.2% | +4.6% |
| 3M | -5.9% | -8.1% | +2.2% | -3.2% |
| 6M | +5.6% | -6.6% | +12.2% | +7.5% |
| YTD | +4.8% | -15.7% | +20.6% | +10.5% |
| 1Y | +6.9% | -9.7% | +16.6% | +9.2% |
| 3Y | +27.6% | +80.4% | -52.8% | +6.4% |
| All | +27.6% | +79.1% | -51.5% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling