-78.0%
PATH vs CBRE
+82.4%
-160.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.0% | -16.2% |
| 7D | -16.3% | -2.0% | -14.3% | -15.2% |
| 30D | +9.9% | -2.2% | +12.1% | +11.0% |
| 3M | +30.2% | +12.9% | +17.3% | +17.9% |
| 6M | +37.2% | +4.3% | +32.9% | +30.5% |
| YTD | -7.3% | -8.0% | +0.7% | -3.7% |
| 1Y | +40.0% | -8.6% | +48.6% | +44.8% |
| 3Y | -4.4% | +71.9% | -76.3% | -44.7% |
| 5Y | -76.0% | +50.0% | -126.0% | -85.3% |
| All | -78.0% | +82.4% | -160.3% | -86.5% |
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