+398.6%
CBRE vs M
-4.2%
+402.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.5% |
| 7D | +5.2% | -4.3% | +9.4% | +6.3% |
| 30D | +6.2% | +1.3% | +5.0% | +5.9% |
| 3M | -8.1% | -7.4% | -0.7% | -6.6% |
| 6M | -6.6% | +18.3% | -25.0% | -11.2% |
| YTD | -15.7% | +7.6% | -23.3% | -18.5% |
| 1Y | -9.7% | +17.4% | -27.0% | -14.7% |
| 3Y | +80.4% | +108.4% | -28.0% | +38.6% |
| 5Y | +27.0% | -10.6% | +37.6% | +14.1% |
| All | +398.6% | -4.2% | +402.7% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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