+634.6%
P vs CBRE
+379.0%
+255.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -2.1% |
| 7D | +11.6% | -1.8% | +13.4% | +12.6% |
| 30D | -23.7% | +3.3% | -27.0% | -25.7% |
| 3M | -8.0% | -12.4% | +4.4% | -2.6% |
| 6M | +27.9% | -5.4% | +33.3% | +27.9% |
| YTD | +61.2% | -17.2% | +78.4% | +71.1% |
| 1Y | +28.6% | -13.1% | +41.7% | +32.1% |
| 3Y | +200.5% | +81.6% | +118.9% | +96.1% |
| 5Y | +282.9% | +26.4% | +256.5% | +201.1% |
| All | +634.6% | +379.0% | +255.6% | +203.7% |
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 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