+55.3%
O vs CBRE
+381.8%
-326.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.8% |
| 7D | -2.3% | -1.7% | -0.6% | -1.7% |
| 30D | -2.4% | -3.0% | +0.5% | -1.6% |
| 3M | -0.6% | +2.6% | -3.2% | -2.2% |
| 6M | -5.0% | +2.0% | -7.0% | -6.8% |
| YTD | +10.4% | -13.1% | +23.5% | +14.0% |
| 1Y | +6.6% | -13.8% | +20.4% | +10.1% |
| 3Y | +28.4% | +63.9% | -35.5% | -3.3% |
| 5Y | +15.3% | +42.3% | -27.0% | -10.4% |
| 10Y | +55.3% | +401.2% | -345.9% | -32.1% |
| All | +55.3% | +381.8% | -326.5% | -32.1% |
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