+46.4%
RF vs CBRE
+26.1%
+20.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +1.9% | -1.8% | +3.7% | +2.9% |
| 30D | +7.3% | +3.3% | +4.0% | +5.0% |
| 3M | -7.9% | -12.4% | +4.4% | -2.1% |
| 6M | +10.5% | -5.4% | +15.9% | +11.8% |
| YTD | +9.6% | -17.2% | +26.9% | +17.7% |
| 1Y | +20.3% | -13.1% | +33.4% | +25.3% |
| 3Y | +119.5% | +81.6% | +38.0% | +37.9% |
| All | +46.4% | +26.1% | +20.3% | +11.1% |
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 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