-37.5%
U vs CBRE
+189.7%
-227.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +5.8% |
| 7D | +4.5% | -1.5% | +6.0% | +5.6% |
| 30D | -0.6% | -4.0% | +3.4% | +2.3% |
| 3M | +48.4% | +8.0% | +40.4% | +36.9% |
| 6M | +115.4% | +4.0% | +111.4% | +102.9% |
| YTD | -3.2% | -11.5% | +8.3% | +7.6% |
| 1Y | -6.0% | -13.0% | +7.0% | +5.1% |
| 3Y | +13.5% | +66.9% | -53.4% | -30.3% |
| 5Y | -68.0% | +45.0% | -113.1% | -79.3% |
| All | -37.5% | +189.7% | -227.2% | -64.7% |
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