-38.0%
QS vs CBRE
-15.0%
-23.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -5.0% | -7.2% | +2.3% | -2.0% |
| 30D | -18.3% | -6.4% | -11.9% | -16.3% |
| 3M | -26.0% | +2.9% | -28.9% | -28.0% |
| 6M | -24.0% | +2.5% | -26.6% | -26.3% |
| YTD | -50.3% | -14.2% | -36.1% | -47.6% |
| 1Y | -38.0% | -15.1% | -22.8% | -32.4% |
| All | -38.0% | -15.0% | -23.0% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling