+94.5%
QQQ vs CBRE
+42.7%
+51.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | +1.0% | -1.7% | +2.7% | +1.6% |
| 30D | -0.6% | -3.0% | +2.3% | +0.2% |
| 3M | +1.3% | +2.6% | -1.3% | -0.6% |
| 6M | +18.1% | +2.0% | +16.1% | +15.7% |
| YTD | +16.9% | -13.1% | +30.0% | +21.1% |
| 1Y | +24.0% | -13.8% | +37.8% | +28.4% |
| 3Y | +95.6% | +63.9% | +31.7% | +45.2% |
| 5Y | +94.5% | +42.3% | +52.2% | +49.4% |
| All | +94.5% | +42.7% | +51.8% | +49.4% |
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