+82.1%
QLD vs CBRE
+26.1%
+56.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.8% |
| 7D | +7.0% | -1.8% | +8.8% | +8.4% |
| 30D | -14.3% | +3.3% | -17.6% | -16.9% |
| 3M | -16.0% | -12.4% | -3.6% | -8.6% |
| 6M | -14.2% | -5.4% | -8.9% | -13.8% |
| YTD | +12.8% | -17.2% | +30.0% | +23.4% |
| 1Y | +14.1% | -13.1% | +27.2% | +19.3% |
| 3Y | +146.0% | +81.6% | +64.4% | +18.1% |
| All | +82.1% | +26.1% | +56.0% | +22.6% |
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 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