+552.9%
QQQ vs CBRE
+398.3%
+154.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -1.3% | -7.2% | +6.0% | +1.4% |
| 30D | -1.4% | -6.4% | +5.1% | +0.7% |
| 3M | +2.3% | +2.9% | -0.7% | +0.4% |
| 6M | +16.9% | +2.5% | +14.4% | +14.5% |
| YTD | +15.6% | -14.2% | +29.8% | +19.9% |
| 1Y | +22.6% | -15.1% | +37.8% | +27.3% |
| 3Y | +93.5% | +61.9% | +31.6% | +53.4% |
| 5Y | +93.9% | +42.4% | +51.5% | +58.6% |
| All | +552.9% | +398.3% | +154.5% | +262.5% |
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