+82.7%
O vs CBRE
+388.5%
-305.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.0% |
| 7D | +3.5% | -0.5% | +4.1% | +3.7% |
| 30D | +10.4% | +3.1% | +7.4% | +8.7% |
| 3M | -2.4% | -6.4% | +3.9% | -0.6% |
| 6M | -1.2% | -7.9% | +6.7% | +0.8% |
| YTD | +10.4% | -16.2% | +26.6% | +15.1% |
| 1Y | +11.4% | -11.2% | +22.7% | +13.3% |
| 3Y | +40.4% | +83.4% | -43.0% | -0.1% |
| 5Y | +12.1% | +28.4% | -16.3% | -8.9% |
| 10Y | +82.7% | +386.8% | -304.1% | -18.0% |
| All | +82.7% | +388.5% | -305.8% | -18.0% |
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