+406.9%
CBRE vs M
+3.7%
+403.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | 0.0% |
| 7D | +1.0% | +2.5% | -1.5% | +0.3% |
| 30D | +5.6% | +10.1% | -4.4% | +3.1% |
| 3M | -6.8% | -0.9% | -5.8% | -6.8% |
| 6M | -5.6% | +30.2% | -35.7% | -12.2% |
| YTD | -14.1% | +16.3% | -30.4% | -18.5% |
| 1Y | -9.5% | +27.0% | -36.5% | -16.1% |
| 3Y | +91.8% | +154.5% | -62.7% | +40.0% |
| 5Y | +30.3% | -1.1% | +31.4% | +14.1% |
| 10Y | +406.9% | +0.5% | +406.4% | +215.9% |
| All | +406.9% | +3.7% | +403.1% | +215.9% |
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