+321.2%
CMG vs CBRE
+398.3%
-77.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -3.8% | -7.2% | +3.4% | -1.4% |
| 30D | +12.9% | -6.4% | +19.3% | +15.2% |
| 3M | +18.8% | +2.9% | +15.8% | +17.1% |
| 6M | +4.1% | +2.5% | +1.5% | +2.5% |
| YTD | -2.4% | -14.2% | +11.8% | +1.7% |
| 1Y | -6.7% | -15.1% | +8.5% | -2.6% |
| 3Y | -7.1% | +61.9% | -69.0% | -23.9% |
| 5Y | -5.0% | +42.4% | -47.4% | -19.8% |
| All | +321.2% | +398.3% | -77.1% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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