-75.6%
QS vs CBRE
+42.7%
-118.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.8% | -4.8% | -5.2% |
| 7D | -4.2% | -1.7% | -2.5% | -3.2% |
| 30D | -15.7% | -3.0% | -12.7% | -14.3% |
| 3M | -28.7% | +2.6% | -31.3% | -31.8% |
| 6M | -23.2% | +2.0% | -25.2% | -26.7% |
| YTD | -49.9% | -13.1% | -36.8% | -45.8% |
| 1Y | -38.8% | -13.8% | -25.0% | -33.6% |
| 3Y | -24.0% | +63.9% | -87.9% | -60.5% |
| 5Y | -75.6% | +42.3% | -117.9% | -85.3% |
| All | -75.6% | +42.7% | -118.3% | -85.3% |
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