-46.7%
QS vs CBRE
+205.9%
-252.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +0.6% |
| 7D | -3.6% | -5.0% | +1.3% | -0.2% |
| 30D | -17.2% | -4.7% | -12.6% | -15.0% |
| 3M | -27.0% | +6.5% | -33.5% | -31.5% |
| 6M | -24.6% | +6.1% | -30.6% | -29.4% |
| YTD | -49.3% | -12.6% | -36.7% | -45.8% |
| 1Y | -40.3% | -15.3% | -25.0% | -34.9% |
| 3Y | -23.8% | +64.6% | -88.4% | -53.7% |
| 5Y | -75.0% | +45.0% | -119.9% | -83.6% |
| All | -46.7% | +205.9% | -252.6% | -68.4% |
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 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