+1,451.5%
IT vs CBRE
+1,992.7%
-541.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -3.7% | -2.8% | -0.9% | -2.9% |
| 30D | -3.1% | +2.2% | -5.3% | -3.7% |
| 3M | +6.3% | -10.1% | +16.4% | +9.6% |
| 6M | +24.8% | -8.0% | +32.8% | +27.8% |
| YTD | -24.4% | -17.6% | -6.8% | -20.2% |
| 1Y | -17.1% | -14.7% | -2.4% | -13.4% |
| 3Y | -53.6% | +80.4% | -134.0% | -61.3% |
| 5Y | -42.5% | +25.9% | -68.4% | -47.2% |
| 10Y | +88.8% | +379.5% | -290.7% | +20.8% |
| All | +1,451.5% | +1,992.7% | -541.2% | +465.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling