+599.5%
XYZ vs CBRE
+397.3%
+202.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.2% |
| 7D | +12.1% | +5.2% | +7.0% | +8.3% |
| 30D | +12.4% | +6.2% | +6.1% | +7.4% |
| 3M | +8.2% | -8.1% | +16.3% | +14.4% |
| 6M | +20.7% | -6.6% | +27.3% | +25.1% |
| YTD | +31.3% | -15.7% | +47.0% | +46.0% |
| 1Y | +20.5% | -9.7% | +30.2% | +26.8% |
| 3Y | +72.6% | +80.4% | -7.8% | +4.1% |
| 5Y | -64.0% | +27.0% | -91.0% | -71.3% |
| All | +599.5% | +397.3% | +202.2% | +160.0% |
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 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