-17.4%
IT vs CBRE
-11.6%
-5.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | +0.4% |
| 7D | -7.5% | -0.5% | -7.0% | -7.2% |
| 30D | -1.2% | +3.1% | -4.2% | -3.1% |
| 3M | -2.2% | -6.4% | +4.2% | +1.4% |
| 6M | +19.1% | -7.9% | +27.0% | +25.0% |
| YTD | -25.1% | -16.2% | -8.9% | -18.7% |
| 1Y | -17.4% | -11.2% | -6.1% | -13.7% |
| All | -17.4% | -11.6% | -5.8% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling