+210.1%
W vs CBRE
+379.0%
-168.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | +0.2% | -1.8% | +1.9% | +1.6% |
| 30D | +6.8% | +3.3% | +3.5% | +4.2% |
| 3M | +10.7% | -12.4% | +23.0% | +21.6% |
| 6M | +86.3% | -5.4% | +91.7% | +93.3% |
| YTD | +11.5% | -17.2% | +28.7% | +26.6% |
| 1Y | +5.1% | -13.1% | +18.2% | +15.1% |
| 3Y | +171.0% | +81.6% | +89.4% | +85.8% |
| 5Y | -56.6% | +26.4% | -83.1% | -62.7% |
| All | +210.1% | +379.0% | -168.9% | +46.7% |
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