+707.9%
P vs CBRE
+421.6%
+286.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +5.3% |
| 7D | -9.6% | +1.0% | -10.7% | -10.0% |
| 30D | -33.4% | +5.6% | -39.1% | -35.9% |
| 3M | +14.2% | -6.8% | +21.0% | +17.0% |
| 6M | +31.6% | -5.6% | +37.2% | +32.0% |
| YTD | +53.5% | -14.1% | +67.5% | +59.9% |
| 1Y | +14.2% | -9.5% | +23.7% | +14.8% |
| 3Y | +190.5% | +91.8% | +98.7% | +83.9% |
| 5Y | +256.3% | +30.3% | +226.0% | +175.9% |
| 10Y | +707.9% | +406.9% | +301.0% | +210.4% |
| All | +707.9% | +421.6% | +286.3% | +210.4% |
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