+50.9%
CBRE vs M
+27.3%
+23.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.1% |
| 7D | -2.0% | +4.7% | -6.7% | -2.9% |
| 30D | -2.2% | -9.6% | +7.5% | -0.3% |
| 3M | +12.9% | +0.9% | +12.1% | +12.3% |
| 6M | +4.3% | +22.3% | -18.0% | -0.4% |
| YTD | -8.0% | +6.5% | -14.6% | -10.1% |
| 1Y | -8.6% | +38.8% | -47.3% | -15.6% |
| 3Y | +71.9% | +115.9% | -44.0% | +36.7% |
| All | +50.9% | +27.3% | +23.6% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling