+196.2%
W vs CBRE
+365.5%
-169.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | -3.6% | +5.2% | -8.8% | -6.9% |
| 30D | +7.0% | +6.2% | +0.7% | +2.4% |
| 3M | +7.4% | -8.1% | +15.5% | +13.2% |
| 6M | +69.3% | -6.6% | +76.0% | +76.9% |
| YTD | +11.3% | -15.7% | +27.0% | +23.8% |
| 1Y | +13.2% | -9.7% | +22.9% | +20.1% |
| 3Y | +142.0% | +80.4% | +61.6% | +72.3% |
| 5Y | -54.6% | +27.0% | -81.6% | -60.2% |
| 10Y | +243.7% | +412.9% | -169.2% | +50.8% |
| All | +196.2% | +365.5% | -169.3% | +25.5% |
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