+401.2%
CBRE vs MTB
+172.8%
+228.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -1.7% | +1.1% | -2.7% | -2.2% |
| 30D | -3.0% | -4.6% | +1.7% | -0.4% |
| 3M | +2.6% | +6.3% | -3.6% | -0.9% |
| 6M | +2.0% | +15.6% | -13.6% | -6.2% |
| YTD | -13.1% | +20.6% | -33.7% | -22.0% |
| 1Y | -13.8% | +22.5% | -36.4% | -23.5% |
| 3Y | +63.9% | +114.4% | -50.6% | +2.7% |
| 5Y | +42.3% | +101.9% | -59.6% | -11.8% |
| 10Y | +401.2% | +170.4% | +230.8% | +128.0% |
| All | +401.2% | +172.8% | +228.3% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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