+208.9%
W vs CBRE
+376.9%
-168.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.4% |
| 7D | -1.7% | -2.8% | +1.1% | +0.5% |
| 30D | +3.2% | +2.2% | +1.0% | +1.5% |
| 3M | +8.3% | -10.1% | +18.4% | +16.6% |
| 6M | +84.3% | -8.0% | +92.3% | +95.2% |
| YTD | +11.0% | -17.6% | +28.6% | +26.5% |
| 1Y | -0.2% | -14.7% | +14.5% | +10.9% |
| 3Y | +157.9% | +80.4% | +77.6% | +77.7% |
| 5Y | -56.8% | +25.9% | -82.7% | -62.8% |
| All | +208.9% | +376.9% | -168.0% | +46.6% |
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