+2.0%
CBRE vs MOH
+34.3%
-32.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.8% |
| 7D | -1.7% | -4.2% | +2.5% | -1.6% |
| 30D | -3.0% | -2.4% | -0.6% | -2.8% |
| 3M | +2.6% | -4.4% | +7.0% | +2.4% |
| 6M | +2.0% | +32.9% | -30.9% | +4.4% |
| All | +2.0% | +34.3% | -32.3% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 6mo: compounded portfolio wealth divided by compounded MOH 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…
6mo analysis · Full analysis span regression · 6 months rolling