+91.4%
IT vs CBRE
+381.8%
-290.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.8% |
| 7D | -9.1% | -1.7% | -7.5% | -8.2% |
| 30D | -12.2% | -3.0% | -9.2% | -10.8% |
| 3M | +7.8% | +2.6% | +5.2% | +6.7% |
| 6M | +2.0% | +2.0% | 0.0% | +1.0% |
| YTD | -32.7% | -13.1% | -19.6% | -28.3% |
| 1Y | -31.1% | -13.8% | -17.3% | -26.5% |
| 3Y | -52.1% | +63.9% | -116.0% | -64.3% |
| 5Y | -46.3% | +42.3% | -88.6% | -57.7% |
| 10Y | +91.4% | +401.2% | -309.8% | -17.0% |
| All | +91.4% | +381.8% | -290.5% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling