+2,317.2%
CBRE vs M
+78.3%
+2,238.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.7% |
| 7D | -2.0% | +4.7% | -6.7% | -3.9% |
| 30D | -2.2% | -9.6% | +7.5% | +1.9% |
| 3M | +12.9% | +0.9% | +12.1% | +11.4% |
| 6M | +4.3% | +22.3% | -18.0% | -6.0% |
| YTD | -8.0% | +6.5% | -14.6% | -13.1% |
| 1Y | -8.6% | +38.8% | -47.3% | -23.6% |
| 3Y | +71.9% | +115.9% | -44.0% | +3.9% |
| 5Y | +50.0% | +28.6% | +21.4% | -3.7% |
| 10Y | +390.1% | -2.5% | +392.6% | +139.4% |
| All | +2,317.2% | +78.3% | +2,238.9% | +439.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling