+45.0%
CBRE vs MKC
-33.2%
+78.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.4% | -3.7% |
| 7D | -1.5% | -4.3% | +2.8% | -0.3% |
| 30D | -4.0% | -2.0% | -2.0% | -3.4% |
| 3M | +8.0% | +10.0% | -2.0% | +4.8% |
| 6M | +4.0% | -18.5% | +22.5% | +10.1% |
| YTD | -11.5% | -22.4% | +10.9% | -5.4% |
| 1Y | -13.0% | -23.6% | +10.6% | -6.7% |
| 3Y | +66.9% | -30.4% | +97.3% | +84.1% |
| 5Y | +45.0% | -34.2% | +79.2% | +61.3% |
| All | +45.0% | -33.2% | +78.3% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling