-3.3%
LVS vs CBRE
+407.4%
-410.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.4% |
| 7D | -3.5% | -5.0% | +1.5% | -1.0% |
| 30D | -6.2% | -4.7% | -1.6% | -4.2% |
| 3M | -14.8% | +6.5% | -21.4% | -18.0% |
| 6M | -20.9% | +6.1% | -26.9% | -24.0% |
| YTD | -33.0% | -12.6% | -20.4% | -30.1% |
| 1Y | -20.0% | -15.3% | -4.7% | -15.6% |
| 3Y | -6.9% | +64.6% | -71.5% | -33.8% |
| 5Y | +9.1% | +45.0% | -35.9% | -18.1% |
| All | -3.3% | +407.4% | -410.7% | -56.0% |
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