+1,105.5%
LOW vs CBRE
+2,001.9%
-896.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +1.4% | -1.8% | +3.2% | +1.9% |
| 30D | +21.7% | +3.3% | +18.4% | +20.6% |
| 3M | +5.0% | -12.4% | +17.4% | +8.8% |
| 6M | +4.6% | -5.4% | +10.0% | +5.9% |
| YTD | -3.5% | -17.2% | +13.7% | +0.7% |
| 1Y | +0.5% | -13.1% | +13.6% | +3.5% |
| 3Y | +24.8% | +81.6% | -56.8% | +4.8% |
| 5Y | +6.5% | +26.4% | -20.0% | -2.4% |
| 10Y | +294.6% | +381.6% | -87.1% | +153.5% |
| All | +1,105.5% | +2,001.9% | -896.4% | +363.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling