+24.3%
IR vs CBRE
+81.9%
-57.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | +4.3% | -2.8% | +7.0% | +5.5% |
| 30D | +8.1% | +2.2% | +5.9% | +6.9% |
| 3M | +0.7% | -10.1% | +10.8% | +4.6% |
| 6M | +16.6% | -8.0% | +24.6% | +19.5% |
| YTD | +7.8% | -17.6% | +25.4% | +14.7% |
| 1Y | +9.9% | -14.7% | +24.6% | +15.1% |
| All | +24.3% | +81.9% | -57.7% | +2.8% |
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