+209.8%
RF vs CBRE
+376.9%
-167.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | +0.5% |
| 7D | +0.4% | -2.8% | +3.1% | +2.2% |
| 30D | +5.6% | +2.2% | +3.3% | +3.4% |
| 3M | -8.9% | -10.1% | +1.2% | -3.7% |
| 6M | +7.1% | -8.0% | +15.1% | +10.5% |
| YTD | +8.3% | -17.6% | +25.9% | +17.8% |
| 1Y | +16.8% | -14.7% | +31.5% | +24.0% |
| 3Y | +115.0% | +80.4% | +34.7% | +29.2% |
| 5Y | +46.4% | +25.9% | +20.5% | +11.0% |
| All | +209.8% | +376.9% | -167.1% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling