-80.4%
PATH vs CBRE
+74.0%
-154.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | 0.0% |
| 7D | -4.8% | +14.1% | -18.9% | -13.7% |
| 30D | +2.7% | +9.0% | -6.4% | -4.2% |
| 3M | -4.2% | -6.6% | +2.4% | -0.7% |
| 6M | +24.7% | +0.8% | +24.0% | +21.2% |
| YTD | -17.6% | -12.2% | -5.3% | -12.0% |
| 1Y | -5.3% | -6.8% | +1.5% | -3.9% |
| 3Y | -22.0% | +85.6% | -107.6% | -58.4% |
| 5Y | -76.5% | +33.9% | -110.4% | -85.0% |
| All | -80.4% | +74.0% | -154.5% | -87.6% |
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