-14.1%
CBRE vs MTB
+22.0%
-36.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.5% |
| 3M | +2.6% | +6.3% | -3.6% | -1.0% |
| 6M | +2.0% | +15.6% | -13.6% | -6.3% |
| YTD | -13.1% | +20.6% | -33.7% | -21.2% |
| All | -14.1% | +22.0% | -36.1% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling