-26.3%
U vs CBRE
+174.5%
-200.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -0.1% |
| 7D | +24.4% | -0.5% | +24.9% | +24.3% |
| 30D | +7.4% | +3.1% | +4.3% | +3.6% |
| 3M | +16.8% | -6.4% | +23.2% | +21.1% |
| 6M | +78.8% | -7.9% | +86.7% | +85.0% |
| YTD | +14.0% | -16.2% | +30.1% | +30.8% |
| 1Y | +16.7% | -11.2% | +27.9% | +27.0% |
| 3Y | +86.4% | +83.4% | +3.0% | +3.4% |
| 5Y | -71.5% | +28.4% | -99.9% | -80.7% |
| All | -26.3% | +174.5% | -200.9% | -57.1% |
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 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