+64.6%
CBRE vs MTCH
-0.9%
+65.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.4% |
| 7D | -5.0% | +1.3% | -6.2% | -5.3% |
| 30D | -4.7% | +15.9% | -20.6% | -8.7% |
| 3M | +6.5% | +23.3% | -16.8% | +0.3% |
| 6M | +6.1% | +40.1% | -34.1% | -4.0% |
| YTD | -12.6% | +33.6% | -46.2% | -19.8% |
| 1Y | -15.3% | +14.1% | -29.4% | -19.4% |
| 3Y | +64.6% | +1.4% | +63.2% | +51.5% |
| All | +64.6% | -0.9% | +65.5% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling