+38.1%
O vs CBRE
+79.1%
-41.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +3.7% | +5.2% | -1.5% | +2.7% |
| 30D | +11.2% | +6.2% | +5.0% | +9.8% |
| 3M | -4.0% | -8.1% | +4.1% | -2.8% |
| 6M | -5.2% | -6.6% | +1.4% | -4.5% |
| YTD | +9.5% | -15.7% | +25.2% | +11.7% |
| 1Y | +10.6% | -9.7% | +20.3% | +10.9% |
| 3Y | +38.1% | +80.4% | -42.3% | +6.9% |
| All | +38.1% | +79.1% | -41.0% | +6.9% |
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 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