+1,555.0%
CBRE vs MKTX
+1,446.2%
+108.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -2.2% | +1.1% | -3.3% | -2.7% |
| 3M | +12.9% | +36.1% | -23.2% | -4.2% |
| 6M | +4.3% | -12.9% | +17.2% | +7.7% |
| YTD | -8.0% | -8.5% | +0.5% | -7.5% |
| 1Y | -8.6% | -7.5% | -1.0% | -8.9% |
| 3Y | +71.9% | -28.3% | +100.2% | +81.1% |
| 5Y | +50.0% | -63.3% | +113.3% | +107.3% |
| 10Y | +390.1% | +4.5% | +385.5% | +248.7% |
| All | +1,555.0% | +1,446.2% | +108.8% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling