+652.6%
P vs CBRE
+388.5%
+264.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.4% |
| 7D | -13.3% | -0.5% | -12.8% | -12.9% |
| 30D | -34.0% | +3.1% | -37.0% | -35.6% |
| 3M | +4.1% | -6.4% | +10.4% | +6.5% |
| 6M | +30.5% | -7.9% | +38.4% | +32.5% |
| YTD | +52.2% | -16.2% | +68.4% | +60.6% |
| 1Y | +10.3% | -11.2% | +21.5% | +11.9% |
| 3Y | +180.9% | +83.4% | +97.4% | +82.3% |
| 5Y | +259.7% | +28.4% | +231.3% | +180.4% |
| 10Y | +652.6% | +386.8% | +265.8% | +199.9% |
| All | +652.6% | +388.5% | +264.1% | +199.9% |
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 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