+44.1%
IR vs CBRE
+26.4%
+17.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | +3.7% | +5.2% | -1.5% | +0.9% |
| 30D | +7.4% | +6.2% | +1.2% | +3.9% |
| 3M | -5.9% | -8.1% | +2.2% | -2.6% |
| 6M | +5.6% | -6.6% | +12.2% | +7.8% |
| YTD | +4.8% | -15.7% | +20.6% | +11.8% |
| 1Y | +6.9% | -9.7% | +16.6% | +9.6% |
| 3Y | +27.6% | +80.4% | -52.8% | -15.9% |
| All | +44.1% | +26.4% | +17.8% | +15.0% |
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