+1,631.1%
QLD vs CBRE
+392.8%
+1,238.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.8% |
| 7D | +0.6% | -2.0% | +2.5% | +1.9% |
| 30D | -0.1% | -2.2% | +2.1% | +0.8% |
| 3M | -8.4% | +12.9% | -21.3% | -17.8% |
| 6M | +32.2% | +4.3% | +27.9% | +25.0% |
| YTD | +28.9% | -8.0% | +36.9% | +31.2% |
| 1Y | +43.8% | -8.6% | +52.4% | +46.0% |
| 3Y | +176.6% | +71.9% | +104.7% | +68.4% |
| 5Y | +121.6% | +50.0% | +71.6% | +52.4% |
| All | +1,631.1% | +392.8% | +1,238.3% | +486.3% |
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