+141.5%
W vs CBRE
+378.3%
-236.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +3.4% |
| 7D | +6.5% | -1.5% | +8.0% | +7.5% |
| 30D | -6.2% | -4.0% | -2.2% | -3.7% |
| 3M | +48.9% | +8.0% | +40.9% | +40.5% |
| 6M | +31.2% | +4.0% | +27.2% | +27.3% |
| YTD | -0.4% | -11.5% | +11.1% | +7.8% |
| 1Y | +14.8% | -13.0% | +27.8% | +25.7% |
| 3Y | +40.5% | +66.9% | -26.4% | +1.4% |
| 5Y | -62.1% | +45.0% | -107.2% | -69.9% |
| 10Y | +141.5% | +385.0% | -243.5% | -2.4% |
| All | +141.5% | +378.3% | -236.8% | -2.4% |
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