+449.6%
P vs CBRE
+321.6%
+128.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.4% | -13.0% | -14.7% |
| 7D | -31.9% | +6.0% | -37.9% | -34.1% |
| 30D | -36.5% | +4.4% | -40.9% | -38.5% |
| 3M | +11.6% | -9.8% | +21.4% | +16.1% |
| 6M | +25.2% | -4.4% | +29.6% | +24.6% |
| YTD | +39.4% | -15.2% | +54.6% | +46.1% |
| 1Y | -3.7% | -9.1% | +5.5% | -3.5% |
| 3Y | +167.3% | +79.4% | +87.9% | +79.2% |
| 5Y | +237.3% | +27.8% | +209.5% | +166.9% |
| 10Y | +698.6% | +416.1% | +282.5% | +204.7% |
| All | +449.6% | +321.6% | +128.0% | +111.4% |
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