+104.7%
RF vs CBRE
+2,234.5%
-2,129.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +1.3% | -2.0% | +3.3% | +2.2% |
| 30D | -3.6% | -2.2% | -1.4% | -3.0% |
| 3M | +8.1% | +12.9% | -4.8% | +0.8% |
| 6M | +11.5% | +4.3% | +7.2% | +7.8% |
| YTD | +15.6% | -8.0% | +23.6% | +17.8% |
| 1Y | +15.7% | -8.6% | +24.2% | +18.0% |
| 3Y | +86.9% | +71.9% | +15.0% | +36.3% |
| 5Y | +89.8% | +50.0% | +39.8% | +46.8% |
| 10Y | +344.7% | +390.1% | -45.4% | +93.1% |
| All | +104.7% | +2,234.5% | -2,129.8% | -52.5% |
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