+4,100.0%
CMG vs CBRE
+608.3%
+3,491.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -2.8% | -2.0% | -0.8% | -2.4% |
| 30D | +7.1% | -2.2% | +9.3% | +7.6% |
| 3M | +31.2% | +12.9% | +18.3% | +26.9% |
| 6M | +0.7% | +4.3% | -3.6% | -0.8% |
| YTD | -0.1% | -8.0% | +7.9% | +1.2% |
| 1Y | -10.7% | -8.6% | -2.2% | -9.5% |
| 3Y | -4.7% | +71.9% | -76.6% | -18.4% |
| 5Y | -3.8% | +50.0% | -53.8% | -15.3% |
| 10Y | +352.5% | +390.1% | -37.6% | +189.8% |
| All | +4,100.0% | +608.3% | +3,491.7% | +1,941.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling