-51.3%
IT vs CBRE
+67.4%
-118.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.8% | -3.6% | -5.7% |
| 7D | -9.1% | -1.5% | -7.6% | -8.4% |
| 30D | -7.0% | -4.0% | -3.0% | -5.4% |
| 3M | +7.6% | +8.0% | -0.4% | +4.6% |
| 6M | +2.1% | +4.0% | -1.8% | +0.7% |
| YTD | -31.6% | -11.5% | -20.1% | -28.5% |
| 1Y | -29.9% | -13.0% | -16.9% | -26.5% |
| 3Y | -51.3% | +66.9% | -118.2% | -62.9% |
| All | -51.3% | +67.4% | -118.7% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling