-60.8%
QS vs CBRE
+188.6%
-249.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.5% | -6.3% | -6.8% |
| 7D | -5.6% | -2.8% | -2.8% | -3.5% |
| 30D | -5.8% | +2.2% | -8.0% | -7.3% |
| 3M | -39.2% | -10.1% | -29.1% | -34.9% |
| 6M | -53.9% | -8.0% | -45.9% | -52.1% |
| YTD | -62.8% | -17.6% | -45.2% | -58.5% |
| 1Y | -73.5% | -14.7% | -58.8% | -71.3% |
| 3Y | -29.1% | +80.4% | -109.4% | -60.2% |
| 5Y | -90.0% | +25.9% | -115.9% | -93.0% |
| All | -60.8% | +188.6% | -249.4% | -75.8% |
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