+539.2%
MAR vs CBRE
+387.8%
+151.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.0% | -4.6% | +5.6% | +3.6% |
| 30D | +16.2% | +3.0% | +13.3% | +14.0% |
| 3M | +23.1% | -8.7% | +31.8% | +28.3% |
| 6M | +22.0% | -7.9% | +29.8% | +25.4% |
| YTD | +39.2% | -16.3% | +55.5% | +48.7% |
| 1Y | +48.3% | -13.1% | +61.4% | +55.0% |
| 3Y | +123.4% | +83.1% | +40.3% | +43.5% |
| 5Y | +185.4% | +27.7% | +157.7% | +123.8% |
| 10Y | +539.2% | +386.9% | +152.3% | +148.6% |
| All | +539.2% | +387.8% | +151.4% | +148.6% |
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