+81.6%
CBRE vs MKC
-21.4%
+103.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | +0.1% |
| 7D | -1.8% | -3.0% | +1.2% | -1.0% |
| 30D | +3.3% | +4.8% | -1.5% | +2.1% |
| 3M | -12.4% | -12.8% | +0.5% | -9.3% |
| 6M | -5.4% | +5.0% | -10.4% | -6.7% |
| YTD | -17.2% | -29.1% | +11.9% | -10.1% |
| 1Y | -13.1% | -26.4% | +13.3% | -6.9% |
| 3Y | +81.6% | -21.6% | +103.2% | +89.3% |
| All | +81.6% | -21.4% | +103.0% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling