+2,926.4%
V vs CBRE
+638.9%
+2,287.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -1.7% | -2.0% | +0.3% | -1.3% |
| 30D | +2.0% | -2.2% | +4.2% | +2.4% |
| 3M | +17.4% | +12.9% | +4.5% | +13.5% |
| 6M | +17.5% | +4.3% | +13.2% | +15.7% |
| YTD | +7.6% | -8.0% | +15.6% | +8.7% |
| 1Y | +7.7% | -8.6% | +16.3% | +8.8% |
| 3Y | +54.7% | +71.9% | -17.2% | +31.2% |
| 5Y | +73.0% | +50.0% | +23.0% | +50.7% |
| 10Y | +390.9% | +390.1% | +0.8% | +217.5% |
| All | +2,926.4% | +638.9% | +2,287.5% | +1,404.2% |
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