+800.2%
LNG vs CBRE
+379.0%
+421.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +11.3% | -1.8% | +13.1% | +11.9% |
| 30D | +10.6% | +3.3% | +7.3% | +8.9% |
| 3M | +16.1% | -12.4% | +28.5% | +20.1% |
| 6M | +29.6% | -5.4% | +34.9% | +29.7% |
| YTD | +60.3% | -17.2% | +77.5% | +65.8% |
| 1Y | +46.1% | -13.1% | +59.2% | +48.3% |
| 3Y | +85.9% | +81.6% | +4.4% | +39.7% |
| 5Y | +210.8% | +26.4% | +184.4% | +160.8% |
| All | +800.2% | +379.0% | +421.2% | +333.0% |
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 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