+56.8%
NDAQ vs CBRE
+51.5%
+5.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -2.4% | -2.0% | -0.5% | -1.7% |
| 30D | +2.5% | -2.2% | +4.6% | +3.1% |
| 3M | +9.9% | +12.9% | -3.0% | +4.3% |
| 6M | +9.4% | +4.3% | +5.1% | +6.6% |
| YTD | +0.4% | -8.0% | +8.5% | +2.6% |
| 1Y | +4.0% | -8.6% | +12.6% | +6.3% |
| 3Y | +94.4% | +71.9% | +22.5% | +49.0% |
| All | +56.8% | +51.5% | +5.3% | +21.8% |
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