+2,100.2%
CBRE vs MTB
+353.0%
+1,747.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | -4.6% | -2.0% | -2.6% | -3.1% |
| 30D | +3.0% | +0.1% | +2.8% | +3.0% |
| 3M | -8.7% | -12.1% | +3.4% | +1.1% |
| 6M | -7.9% | +7.3% | -15.2% | -13.1% |
| YTD | -16.3% | +11.5% | -27.8% | -23.8% |
| 1Y | -13.1% | +21.3% | -34.4% | -26.1% |
| 3Y | +83.1% | +104.1% | -21.0% | -3.5% |
| 5Y | +27.7% | +61.8% | -34.1% | -24.8% |
| 10Y | +386.9% | +115.4% | +271.5% | +82.3% |
| All | +2,100.2% | +353.0% | +1,747.3% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling