+1,415.6%
IT vs CBRE
+2,234.5%
-818.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.5% |
| 7D | -6.0% | -2.0% | -4.1% | -5.5% |
| 30D | 0.0% | -2.2% | +2.2% | +0.6% |
| 3M | +13.1% | +12.9% | +0.2% | +9.4% |
| 6M | +11.7% | +4.3% | +7.4% | +10.4% |
| YTD | -26.1% | -8.0% | -18.1% | -24.4% |
| 1Y | -21.3% | -8.6% | -12.7% | -19.5% |
| 3Y | -46.7% | +71.9% | -118.6% | -55.0% |
| 5Y | -40.5% | +50.0% | -90.5% | -48.0% |
| 10Y | +103.9% | +390.1% | -286.2% | +29.0% |
| All | +1,415.6% | +2,234.5% | -818.9% | +434.9% |
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 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