+462.0%
NDAQ vs CBRE
+411.6%
+50.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.8% | +5.2% | -4.3% | -1.1% |
| 30D | +16.5% | +6.2% | +10.3% | +13.6% |
| 3M | +13.5% | -8.1% | +21.6% | +16.4% |
| 6M | +20.9% | -6.6% | +27.6% | +22.9% |
| YTD | +11.4% | -15.7% | +27.1% | +16.9% |
| 1Y | +25.9% | -9.7% | +35.6% | +28.7% |
| 3Y | +119.9% | +80.4% | +39.5% | +70.4% |
| 5Y | +61.7% | +27.0% | +34.7% | +39.4% |
| All | +462.0% | +411.6% | +50.5% | +201.3% |
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