+45.0%
CBRE vs MTB
+102.5%
-57.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | -1.5% | +2.8% | -4.3% | -2.8% |
| 30D | -4.0% | -4.2% | +0.2% | -2.0% |
| 3M | +8.0% | +7.8% | +0.2% | +4.0% |
| 6M | +4.0% | +14.8% | -10.9% | -3.1% |
| YTD | -11.5% | +20.8% | -32.3% | -19.5% |
| 1Y | -13.0% | +23.1% | -36.1% | -21.8% |
| 3Y | +66.9% | +114.8% | -47.9% | +11.3% |
| 5Y | +45.0% | +103.3% | -58.2% | -0.8% |
| All | +45.0% | +102.5% | -57.4% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling