-15.3%
CBRE vs MKTX
-10.6%
-4.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.7% |
| 3M | +6.5% | +40.8% | -34.3% | +2.6% |
| 6M | +6.1% | -8.0% | +14.0% | +7.6% |
| YTD | -12.6% | -8.7% | -3.9% | -11.7% |
| 1Y | -15.3% | -11.8% | -3.5% | -16.3% |
| All | -15.3% | -10.6% | -4.7% | -16.3% |
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