+1,469.1%
IT vs CBRE
+2,024.9%
-555.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | -6.8% | -4.6% | -2.2% | -5.6% |
| 30D | -0.6% | +3.0% | -3.5% | -1.4% |
| 3M | +3.1% | -8.7% | +11.8% | +5.8% |
| 6M | +25.5% | -7.9% | +33.4% | +28.5% |
| YTD | -23.5% | -16.3% | -7.2% | -19.6% |
| 1Y | -16.6% | -13.1% | -3.5% | -13.4% |
| 3Y | -53.1% | +83.1% | -136.2% | -61.0% |
| 5Y | -41.4% | +27.7% | -69.2% | -46.4% |
| 10Y | +90.9% | +386.9% | -296.0% | +21.6% |
| All | +1,469.1% | +2,024.9% | -555.8% | +468.9% |
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