+42.1%
RF vs CBRE
+26.4%
+15.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | 0.0% |
| 7D | -0.9% | +5.2% | -6.1% | -3.6% |
| 30D | +6.0% | +6.2% | -0.2% | +2.2% |
| 3M | -8.9% | -8.1% | -0.8% | -5.7% |
| 6M | +2.3% | -6.6% | +9.0% | +4.4% |
| YTD | +7.6% | -15.7% | +23.3% | +14.4% |
| 1Y | +21.2% | -9.7% | +30.8% | +23.4% |
| 3Y | +108.5% | +80.4% | +28.1% | +31.9% |
| All | +42.1% | +26.4% | +15.7% | +7.9% |
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