+383.7%
CBRE vs MKC
+29.3%
+354.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -7.2% | -2.8% | -4.4% | -6.4% |
| 30D | -6.4% | -3.4% | -3.0% | -5.4% |
| 3M | +2.9% | +3.8% | -0.8% | +1.5% |
| 6M | +2.5% | -17.9% | +20.5% | +8.5% |
| YTD | -14.2% | -23.6% | +9.4% | -7.6% |
| 1Y | -15.1% | -23.1% | +7.9% | -9.1% |
| 3Y | +61.9% | -31.5% | +93.4% | +78.9% |
| 5Y | +42.4% | -33.1% | +75.5% | +56.7% |
| All | +383.7% | +29.3% | +354.4% | +348.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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