+91.2%
RF vs CBRE
+2,052.9%
-1,961.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.2% | -0.4% |
| 7D | -1.6% | +6.0% | -7.7% | -4.6% |
| 30D | +5.0% | +4.4% | +0.7% | +2.3% |
| 3M | -10.0% | -9.8% | -0.2% | -6.1% |
| 6M | +3.3% | -4.4% | +7.7% | +4.0% |
| YTD | +7.9% | -15.2% | +23.1% | +13.9% |
| 1Y | +21.2% | -9.1% | +30.4% | +23.5% |
| 3Y | +105.8% | +79.4% | +26.4% | +46.2% |
| 5Y | +43.7% | +27.8% | +15.9% | +19.8% |
| 10Y | +289.4% | +416.1% | -126.6% | +64.9% |
| All | +91.2% | +2,052.9% | -1,961.7% | -54.1% |
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 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