+2,225.8%
CBRE vs MTCH
+430.3%
+1,795.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.2% |
| 7D | -1.5% | -1.8% | +0.3% | -0.9% |
| 30D | -4.0% | +10.4% | -14.4% | -7.4% |
| 3M | +8.0% | +21.0% | -13.0% | +0.6% |
| 6M | +4.0% | +36.6% | -32.7% | -7.7% |
| YTD | -11.5% | +29.7% | -41.2% | -19.9% |
| 1Y | -13.0% | +8.6% | -21.6% | -16.3% |
| 3Y | +66.9% | -2.7% | +69.6% | +59.3% |
| 5Y | +45.0% | -72.9% | +118.0% | +107.1% |
| 10Y | +385.0% | +185.0% | +200.0% | +68.4% |
| All | +2,225.8% | +430.3% | +1,795.5% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling