+327.1%
NET vs CBRE
+72.5%
+254.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -7.0% | -2.0% | -5.0% | -6.2% |
| 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% | +45.6% |
| YTD | +41.5% | -8.0% | +49.5% | +43.9% |
| 1Y | +32.8% | -8.6% | +41.4% | +35.0% |
| All | +327.1% | +72.5% | +254.6% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling