+25.1%
RF vs CBRE
-6.2%
+31.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.4% |
| 7D | +2.3% | +14.1% | -11.8% | -1.4% |
| 30D | +7.2% | +9.0% | -1.8% | +4.5% |
| 3M | -8.2% | -6.6% | -1.6% | -6.8% |
| 6M | +7.0% | +0.8% | +6.3% | +5.7% |
| YTD | +10.3% | -12.2% | +22.5% | +9.7% |
| 1Y | +25.1% | -6.8% | +31.9% | +18.8% |
| All | +25.1% | -6.2% | +31.3% | +18.8% |
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 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