+176.6%
P vs CBRE
+79.1%
+97.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.7% |
| 7D | -23.8% | +5.2% | -29.0% | -25.1% |
| 30D | -36.6% | +6.2% | -42.9% | -38.1% |
| 3M | +10.9% | -8.1% | +19.0% | +13.8% |
| 6M | +30.0% | -6.6% | +36.6% | +32.0% |
| YTD | +44.4% | -15.7% | +60.1% | +51.5% |
| 1Y | +3.9% | -9.7% | +13.6% | +4.6% |
| 3Y | +176.6% | +80.4% | +96.2% | +87.5% |
| All | +176.6% | +79.1% | +97.5% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling