+593.7%
XYZ vs CBRE
+397.8%
+195.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -1.0% | -2.0% | +1.0% | +0.3% |
| 30D | -1.7% | -2.2% | +0.5% | -0.4% |
| 3M | +16.7% | +12.9% | +3.8% | +5.9% |
| 6M | +26.9% | +4.3% | +22.5% | +21.4% |
| YTD | +27.1% | -8.0% | +35.2% | +32.8% |
| 1Y | +9.3% | -8.6% | +17.8% | +14.0% |
| 3Y | +42.3% | +71.9% | -29.6% | -10.1% |
| 5Y | -69.3% | +50.0% | -119.3% | -78.1% |
| All | +593.7% | +397.8% | +195.9% | +149.8% |
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