+291.3%
IR vs CBRE
+326.1%
-34.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | -2.8% | -2.0% | -0.9% | -1.9% |
| 30D | -15.1% | -2.2% | -12.9% | -14.5% |
| 3M | +6.1% | +12.9% | -6.8% | -1.3% |
| 6M | -16.8% | +4.3% | -21.1% | -19.4% |
| YTD | -3.5% | -8.0% | +4.5% | -1.2% |
| 1Y | -3.5% | -8.6% | +5.1% | -1.1% |
| 3Y | +9.5% | +71.9% | -62.4% | -22.3% |
| 5Y | +45.1% | +50.0% | -4.9% | +8.9% |
| All | +291.3% | +326.1% | -34.8% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling