+7.1%
LOW vs CBRE
+26.1%
-19.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +1.4% | -1.8% | +3.2% | +2.3% |
| 30D | +21.7% | +3.3% | +18.4% | +19.8% |
| 3M | +5.0% | -12.4% | +17.4% | +11.3% |
| 6M | +4.6% | -5.4% | +10.0% | +6.5% |
| YTD | -3.5% | -17.2% | +13.7% | +3.2% |
| 1Y | +0.5% | -13.1% | +13.6% | +4.8% |
| 3Y | +24.8% | +81.6% | -56.8% | -13.6% |
| All | +7.1% | +26.1% | -19.0% | -16.1% |
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