+44.9%
IR vs CBRE
+26.1%
+18.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +2.5% | -1.8% | +4.3% | +3.5% |
| 30D | +9.2% | +3.3% | +5.9% | +7.1% |
| 3M | +0.9% | -12.4% | +13.3% | +7.3% |
| 6M | +19.2% | -5.4% | +24.6% | +20.8% |
| YTD | +7.5% | -17.2% | +24.7% | +15.6% |
| 1Y | +11.7% | -13.1% | +24.8% | +17.0% |
| 3Y | +23.9% | +81.6% | -57.7% | -18.7% |
| All | +44.9% | +26.1% | +18.8% | +15.6% |
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