+188.3%
ITW vs CBRE
+407.4%
-219.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.4% |
| 7D | -0.7% | -5.0% | +4.2% | +1.3% |
| 30D | -8.3% | -4.7% | -3.7% | -6.8% |
| 3M | +6.0% | +6.5% | -0.5% | +2.7% |
| 6M | 0.0% | +6.1% | -6.1% | -3.3% |
| YTD | +10.2% | -12.6% | +22.8% | +14.0% |
| 1Y | +3.2% | -15.3% | +18.5% | +7.9% |
| 3Y | +21.0% | +64.6% | -43.6% | -7.7% |
| 5Y | +37.9% | +45.0% | -7.1% | +8.7% |
| All | +188.3% | +407.4% | -219.2% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling