+1,542.6%
QLD vs CBRE
+376.9%
+1,165.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.4% |
| 7D | +12.5% | -2.8% | +15.3% | +14.8% |
| 30D | -15.7% | +2.2% | -17.9% | -17.5% |
| 3M | -11.9% | -10.1% | -1.8% | -6.3% |
| 6M | -10.3% | -8.0% | -2.3% | -8.0% |
| YTD | +15.6% | -17.6% | +33.2% | +26.0% |
| 1Y | +12.1% | -14.7% | +26.8% | +19.0% |
| 3Y | +150.7% | +80.4% | +70.3% | +44.5% |
| 5Y | +86.6% | +25.9% | +60.7% | +43.6% |
| All | +1,542.6% | +376.9% | +1,165.6% | +502.1% |
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