-69.4%
U vs CBRE
+50.7%
-120.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | -3.8% | -2.0% | -1.8% | -2.0% |
| 30D | +17.5% | -2.2% | +19.6% | +19.0% |
| 3M | +38.7% | +12.9% | +25.8% | +20.4% |
| 6M | +104.4% | +4.3% | +100.1% | +89.8% |
| YTD | -5.7% | -8.0% | +2.4% | +2.6% |
| 1Y | +3.7% | -8.6% | +12.2% | +12.3% |
| 3Y | +12.3% | +71.9% | -59.6% | -45.0% |
| All | -69.4% | +50.7% | -120.2% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling