+62.6%
QLD vs CBRE
+27.7%
+34.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.4% | -9.4% | -10.3% |
| 7D | -18.6% | +6.0% | -24.6% | -22.0% |
| 30D | -28.3% | +4.4% | -32.6% | -31.0% |
| 3M | -20.4% | -9.8% | -10.6% | -15.3% |
| 6M | -14.3% | -4.4% | -9.9% | -14.5% |
| YTD | +2.8% | -15.2% | +18.0% | +10.5% |
| 1Y | -1.2% | -9.1% | +7.9% | -0.4% |
| 3Y | +135.3% | +79.4% | +55.9% | +15.4% |
| 5Y | +62.6% | +27.8% | +34.8% | +8.2% |
| All | +62.6% | +27.7% | +34.9% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling