-44.6%
QS vs CBRE
+221.9%
-266.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +1.0% |
| 7D | -2.3% | -2.0% | -0.3% | -1.1% |
| 30D | -0.7% | -2.2% | +1.5% | +0.2% |
| 3M | -39.6% | +12.9% | -52.6% | -45.8% |
| 6M | -21.7% | +4.3% | -26.0% | -25.6% |
| YTD | -47.4% | -8.0% | -39.4% | -45.7% |
| 1Y | -28.4% | -8.6% | -19.8% | -25.9% |
| 3Y | -22.6% | +71.9% | -94.5% | -54.3% |
| 5Y | -75.6% | +50.0% | -125.6% | -84.5% |
| All | -44.6% | +221.9% | -266.5% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling