+32.6%
NET vs CBRE
+34.2%
-1.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -5.4% |
| 7D | -16.4% | +14.1% | -30.4% | -24.4% |
| 30D | -25.8% | +9.0% | -34.9% | -31.4% |
| 3M | -11.5% | -6.6% | -5.0% | -9.1% |
| 6M | +18.9% | +0.8% | +18.2% | +13.5% |
| YTD | +35.2% | -12.2% | +47.5% | +39.7% |
| 1Y | +14.5% | -6.8% | +21.3% | +11.5% |
| 3Y | +313.8% | +85.6% | +228.2% | +77.2% |
| 5Y | +32.6% | +33.9% | -1.3% | -25.7% |
| All | +32.6% | +34.2% | -1.6% | -25.7% |
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