+1,351.8%
QLD vs CBRE
+397.3%
+954.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.2% | +3.0% |
| 7D | -10.3% | +5.2% | -15.4% | -13.5% |
| 30D | -26.1% | +6.2% | -32.3% | -29.7% |
| 3M | -17.8% | -8.1% | -9.7% | -14.0% |
| 6M | -15.6% | -6.6% | -8.9% | -14.4% |
| YTD | +5.4% | -15.7% | +21.1% | +13.1% |
| 1Y | +5.2% | -9.7% | +14.9% | +6.8% |
| 3Y | +139.4% | +80.4% | +59.1% | +38.5% |
| 5Y | +66.7% | +27.0% | +39.7% | +27.5% |
| All | +1,351.8% | +397.3% | +954.5% | +453.6% |
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 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