+485.4%
P vs CBRE
+357.2%
+128.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | +6.5% | -2.0% | +8.5% | +7.6% |
| 30D | +18.8% | -2.2% | +21.0% | +19.8% |
| 3M | +26.7% | +12.9% | +13.8% | +16.9% |
| 6M | +62.2% | +4.3% | +57.9% | +55.4% |
| YTD | +48.5% | -8.0% | +56.5% | +50.7% |
| 1Y | +26.4% | -8.6% | +35.0% | +27.5% |
| 3Y | +159.4% | +71.9% | +87.5% | +80.3% |
| 5Y | +275.8% | +50.0% | +225.8% | +175.2% |
| 10Y | +732.0% | +390.1% | +342.0% | +222.6% |
| All | +485.4% | +357.2% | +128.2% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling