+881.8%
O vs CBRE
+2,081.6%
-1,199.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.1% |
| 7D | +3.3% | +1.0% | +2.3% | +3.0% |
| 30D | +10.3% | +5.6% | +4.7% | +8.1% |
| 3M | -3.5% | -6.8% | +3.3% | -1.8% |
| 6M | -1.3% | -5.6% | +4.3% | -0.4% |
| YTD | +10.3% | -14.1% | +24.4% | +13.4% |
| 1Y | +10.4% | -9.5% | +19.9% | +11.5% |
| 3Y | +40.0% | +91.8% | -51.8% | +7.5% |
| 5Y | +12.4% | +30.3% | -18.0% | -4.0% |
| 10Y | +78.2% | +406.9% | -328.7% | -5.5% |
| All | +881.8% | +2,081.6% | -1,199.9% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling