-81.1%
PATH vs CBRE
+68.2%
-149.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -1.3% |
| 7D | -5.6% | +6.0% | -11.6% | -9.7% |
| 30D | -0.7% | +4.4% | -5.0% | -4.4% |
| 3M | -5.9% | -9.8% | +3.9% | +0.1% |
| 6M | +21.6% | -4.4% | +26.0% | +22.7% |
| YTD | -20.6% | -15.2% | -5.4% | -13.2% |
| 1Y | -10.6% | -9.1% | -1.4% | -7.7% |
| 3Y | -24.9% | +79.4% | -104.3% | -58.9% |
| 5Y | -76.8% | +27.8% | -104.6% | -84.8% |
| All | -81.1% | +68.2% | -149.3% | -87.8% |
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 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