+392.5%
CBRE vs MTCH
+208.0%
+184.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.5% |
| 7D | -5.0% | +1.3% | -6.2% | -5.2% |
| 30D | -4.7% | +15.9% | -20.6% | -7.9% |
| 3M | +6.5% | +23.3% | -16.8% | +1.4% |
| 6M | +6.1% | +40.1% | -34.1% | -2.2% |
| YTD | -12.6% | +33.6% | -46.2% | -18.5% |
| 1Y | -15.3% | +14.1% | -29.4% | -18.3% |
| 3Y | +64.6% | +1.4% | +63.2% | +58.7% |
| 5Y | +45.0% | -73.1% | +118.1% | +74.2% |
| All | +392.5% | +208.0% | +184.5% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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