+1,449.6%
NET vs CBRE
+170.1%
+1,279.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -7.0% | -2.0% | -5.0% | -6.1% |
| 30D | -4.8% | -2.2% | -2.6% | -4.1% |
| 3M | +3.8% | +12.9% | -9.1% | -2.5% |
| 6M | +50.0% | +4.3% | +45.7% | +45.3% |
| YTD | +41.5% | -8.0% | +49.5% | +43.5% |
| 1Y | +32.8% | -8.6% | +41.4% | +34.6% |
| 3Y | +335.9% | +71.9% | +264.0% | +220.5% |
| 5Y | +113.8% | +50.0% | +63.8% | +62.7% |
| All | +1,449.6% | +170.1% | +1,279.5% | +1,099.9% |
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