-18.6%
QS vs CBRE
+67.4%
-86.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +4.2% |
| 7D | +2.2% | -1.5% | +3.7% | +2.9% |
| 30D | -8.1% | -4.0% | -4.1% | -6.5% |
| 3M | -27.0% | +8.0% | -35.0% | -31.5% |
| 6M | -16.4% | +4.0% | -20.4% | -19.9% |
| YTD | -46.4% | -11.5% | -34.8% | -43.5% |
| 1Y | -41.1% | -13.0% | -28.1% | -37.4% |
| 3Y | -18.6% | +66.9% | -85.5% | -53.2% |
| All | -18.6% | +67.4% | -86.1% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling