-54.1%
IT vs CBRE
+86.2%
-140.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | 0.0% |
| 7D | -7.5% | -0.5% | -7.0% | -7.3% |
| 30D | -1.2% | +3.1% | -4.2% | -2.5% |
| 3M | -2.2% | -6.4% | +4.2% | +0.4% |
| 6M | +19.1% | -7.9% | +27.0% | +23.2% |
| YTD | -25.1% | -16.2% | -8.9% | -20.2% |
| 1Y | -17.4% | -11.2% | -6.1% | -13.7% |
| 3Y | -54.1% | +83.4% | -137.5% | -59.7% |
| All | -54.1% | +86.2% | -140.3% | -59.7% |
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 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