+392.5%
CBRE vs MKTX
+5.0%
+387.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -5.0% | -0.2% | -4.7% | -4.9% |
| 30D | -4.7% | +0.7% | -5.4% | -4.8% |
| 3M | +6.5% | +40.8% | -34.3% | -2.9% |
| 6M | +6.1% | -8.0% | +14.0% | +7.2% |
| YTD | -12.6% | -8.7% | -3.9% | -11.6% |
| 1Y | -15.3% | -11.8% | -3.5% | -13.7% |
| 3Y | +64.6% | -24.0% | +88.6% | +68.9% |
| 5Y | +45.0% | -60.3% | +105.3% | +72.6% |
| All | +392.5% | +5.0% | +387.5% | +333.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling