+1,016.4%
TER vs CBRE
+2,039.6%
-1,023.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | -20.5% | +5.2% | -25.6% | -22.0% |
| 30D | -47.0% | +6.2% | -53.2% | -48.4% |
| 3M | -43.3% | -8.1% | -35.2% | -42.2% |
| 6M | -42.9% | -6.6% | -36.3% | -42.9% |
| YTD | +12.9% | -15.7% | +28.6% | +16.4% |
| 1Y | +18.2% | -9.7% | +27.8% | +18.8% |
| 3Y | +151.8% | +80.4% | +71.4% | +93.4% |
| 5Y | +54.2% | +27.0% | +27.2% | +34.8% |
| 10Y | +908.2% | +412.9% | +495.3% | +435.0% |
| All | +1,016.4% | +2,039.6% | -1,023.2% | +123.1% |
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