+35.8%
ITW vs CBRE
+41.5%
-5.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | -1.9% | -1.7% | -0.2% | -1.4% |
| 30D | -10.4% | -3.0% | -7.4% | -9.6% |
| 3M | +3.5% | +2.6% | +0.9% | +2.0% |
| 6M | -3.4% | +2.0% | -5.4% | -4.9% |
| YTD | +8.5% | -13.1% | +21.6% | +12.2% |
| 1Y | +3.2% | -13.8% | +17.1% | +6.9% |
| 3Y | +18.9% | +63.9% | -45.0% | -9.1% |
| All | +35.8% | +41.5% | -5.7% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling