-31.1%
IT vs CBRE
-14.3%
-16.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.7% |
| 7D | -9.1% | -1.7% | -7.5% | -8.1% |
| 30D | -12.2% | -3.0% | -9.2% | -10.7% |
| 3M | +7.8% | +2.6% | +5.2% | +7.0% |
| 6M | +2.0% | +2.0% | 0.0% | +1.7% |
| YTD | -32.7% | -13.1% | -19.6% | -28.6% |
| 1Y | -31.1% | -13.8% | -17.3% | -28.4% |
| All | -31.1% | -14.3% | -16.8% | -28.4% |
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