+238.6%
P vs CBRE
+26.4%
+212.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.8% |
| 7D | -23.8% | +5.2% | -29.0% | -25.6% |
| 30D | -36.6% | +6.2% | -42.9% | -38.7% |
| 3M | +10.9% | -8.1% | +19.0% | +14.2% |
| 6M | +30.0% | -6.6% | +36.6% | +31.5% |
| YTD | +44.4% | -15.7% | +60.1% | +51.8% |
| 1Y | +3.9% | -9.7% | +13.6% | +4.5% |
| 3Y | +176.6% | +80.4% | +96.2% | +84.8% |
| All | +238.6% | +26.4% | +212.3% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling