-3.3%
PR vs CBRE
-2.9%
-0.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -5.8% |
| 7D | -16.5% | +6.0% | -22.6% | -14.8% |
| 30D | -4.5% | +4.4% | -8.9% | -2.9% |
| 3M | +8.5% | -9.8% | +18.3% | +6.0% |
| 6M | -3.3% | -4.4% | +1.0% | -6.0% |
| All | -3.3% | -2.9% | -0.5% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling