+236.1%
PODD vs CBRE
+381.8%
-145.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.3% |
| 7D | -6.9% | -1.7% | -5.2% | -6.3% |
| 30D | -3.5% | -3.0% | -0.5% | -2.4% |
| 3M | -13.6% | +2.6% | -16.2% | -14.7% |
| 6M | -42.6% | +2.0% | -44.6% | -43.4% |
| YTD | -51.5% | -13.1% | -38.3% | -49.3% |
| 1Y | -60.9% | -13.8% | -47.1% | -59.1% |
| 3Y | -19.8% | +63.9% | -83.6% | -36.6% |
| 5Y | -54.4% | +42.3% | -96.7% | -62.6% |
| 10Y | +236.1% | +401.2% | -165.1% | +43.1% |
| All | +236.1% | +381.8% | -145.8% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling