-62.8%
QS vs CBRE
+189.8%
-252.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -5.5% |
| 7D | -14.0% | -1.8% | -12.3% | -12.8% |
| 30D | -6.4% | +3.3% | -9.7% | -8.6% |
| 3M | -40.3% | -12.4% | -27.9% | -34.8% |
| 6M | -57.5% | -5.4% | -52.2% | -56.7% |
| YTD | -64.7% | -17.2% | -47.5% | -60.8% |
| 1Y | -72.9% | -13.1% | -59.8% | -71.0% |
| 3Y | -33.5% | +81.6% | -115.0% | -62.9% |
| 5Y | -90.5% | +26.4% | -116.9% | -93.4% |
| All | -62.8% | +189.8% | -252.7% | -77.1% |
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