+9.0%
LOW vs CBRE
+45.3%
-36.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | 0.0% |
| 7D | +0.4% | -1.5% | +1.9% | +1.0% |
| 30D | -10.1% | -4.0% | -6.1% | -8.5% |
| 3M | -2.9% | +8.0% | -10.9% | -6.6% |
| 6M | -19.4% | +4.0% | -23.4% | -21.3% |
| YTD | -15.4% | -11.5% | -3.9% | -12.2% |
| 1Y | -24.9% | -13.0% | -11.9% | -21.5% |
| 3Y | -7.8% | +66.9% | -74.7% | -32.9% |
| All | +9.0% | +45.3% | -36.4% | -18.7% |
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