+62.5%
T vs CBRE
+379.0%
-316.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.5% | -1.8% | +4.3% | +3.0% |
| 30D | -3.8% | +3.3% | -7.1% | -4.7% |
| 3M | -8.7% | -12.4% | +3.6% | -5.9% |
| 6M | -8.1% | -5.4% | -2.8% | -7.4% |
| YTD | -6.4% | -17.2% | +10.8% | -3.5% |
| 1Y | -9.8% | -13.1% | +3.3% | -8.2% |
| 3Y | +65.5% | +81.6% | -16.1% | +31.6% |
| 5Y | +57.0% | +26.4% | +30.5% | +36.4% |
| All | +62.5% | +379.0% | -316.5% | -4.0% |
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