+305.8%
WULF vs CBRE
+2,146.2%
-1,840.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.8% | +12.0% | +8.5% |
| 7D | +21.9% | -1.5% | +23.4% | +22.1% |
| 30D | +4.6% | -4.0% | +8.6% | +4.9% |
| 3M | -30.9% | +8.0% | -38.9% | -31.6% |
| 6M | +29.9% | +4.0% | +25.9% | +29.1% |
| YTD | +55.4% | -11.5% | +67.0% | +56.7% |
| 1Y | +94.1% | -13.0% | +107.1% | +96.0% |
| 3Y | +892.2% | +66.9% | +825.3% | +853.3% |
| 5Y | -26.7% | +45.0% | -71.8% | -29.1% |
| 10Y | +94.0% | +385.0% | -291.1% | +78.8% |
| All | +305.8% | +2,146.2% | -1,840.4% | +187.0% |
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