+655.3%
P vs CBRE
+387.8%
+267.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | -4.7% | -4.6% | -0.1% | -2.0% |
| 30D | -31.4% | +3.0% | -34.4% | -33.0% |
| 3M | -2.6% | -8.7% | +6.1% | +0.9% |
| 6M | +21.9% | -7.9% | +29.8% | +23.9% |
| YTD | +58.9% | -16.3% | +75.2% | +67.8% |
| 1Y | +21.7% | -13.1% | +34.9% | +25.2% |
| 3Y | +193.3% | +83.1% | +110.2% | +90.5% |
| 5Y | +275.1% | +27.7% | +247.4% | +193.4% |
| 10Y | +655.3% | +386.9% | +268.4% | +196.4% |
| All | +655.3% | +387.8% | +267.5% | +196.4% |
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