+58.8%
T vs CBRE
+388.5%
-329.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +1.3% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | -1.1% | +3.1% | -4.1% | -1.9% |
| 3M | -7.7% | -6.4% | -1.4% | -6.5% |
| 6M | -10.6% | -7.9% | -2.7% | -9.3% |
| YTD | -7.5% | -16.2% | +8.7% | -4.8% |
| 1Y | -7.4% | -11.2% | +3.8% | -6.4% |
| 3Y | +63.1% | +83.4% | -20.3% | +29.4% |
| 5Y | +55.2% | +28.4% | +26.7% | +34.3% |
| 10Y | +58.8% | +386.8% | -328.0% | -6.3% |
| All | +58.8% | +388.5% | -329.7% | -6.3% |
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