+385.0%
CBRE vs M
-6.4%
+391.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -3.2% |
| 7D | -1.5% | +2.4% | -3.9% | -2.1% |
| 30D | -4.0% | -11.6% | +7.6% | -1.2% |
| 3M | +8.0% | +1.6% | +6.4% | +7.1% |
| 6M | +4.0% | +25.2% | -21.2% | -2.4% |
| YTD | -11.5% | +3.8% | -15.3% | -13.5% |
| 1Y | -13.0% | +36.3% | -49.3% | -20.9% |
| 3Y | +66.9% | +116.3% | -49.4% | +26.8% |
| 5Y | +45.0% | +28.2% | +16.9% | +16.8% |
| 10Y | +385.0% | -3.4% | +388.4% | +198.9% |
| All | +385.0% | -6.4% | +391.4% | +198.9% |
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