-6.8%
CBRE vs MKTX
+5.4%
-12.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.2% | +4.1% |
| 7D | +14.1% | +0.5% | +13.6% | +14.0% |
| 30D | +9.0% | +1.0% | +8.1% | +9.0% |
| 3M | -6.6% | +2.5% | -9.1% | -6.8% |
| 6M | +0.8% | +8.0% | -7.3% | -0.2% |
| YTD | -12.2% | -7.3% | -5.0% | -11.6% |
| 1Y | -6.8% | +4.7% | -11.5% | -6.9% |
| All | -6.8% | +5.4% | -12.2% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling