+7,256.1%
QLD vs CBRE
+509.8%
+6,746.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.4% | -9.4% | -11.2% |
| 7D | -18.6% | +6.0% | -24.6% | -20.7% |
| 30D | -28.3% | +4.4% | -32.6% | -30.0% |
| 3M | -20.4% | -9.8% | -10.6% | -17.2% |
| 6M | -14.3% | -4.4% | -9.9% | -14.2% |
| YTD | +2.8% | -15.2% | +18.0% | +7.7% |
| 1Y | -1.2% | -9.1% | +7.9% | +0.3% |
| 3Y | +135.3% | +79.4% | +55.9% | +74.1% |
| 5Y | +62.6% | +27.8% | +34.8% | +44.1% |
| 10Y | +1,384.3% | +416.1% | +968.2% | +635.1% |
| All | +7,256.1% | +509.8% | +6,746.3% | +2,352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling