+441.9%
MAR vs CBRE
+381.8%
+60.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.8% |
| 7D | -0.5% | -1.7% | +1.2% | +0.3% |
| 30D | -4.7% | -3.0% | -1.7% | -3.4% |
| 3M | -15.6% | +2.6% | -18.2% | -17.6% |
| 6M | +1.2% | +2.0% | -0.8% | -1.3% |
| YTD | +7.5% | -13.1% | +20.6% | +13.1% |
| 1Y | +26.6% | -13.8% | +40.4% | +33.5% |
| 3Y | +66.0% | +63.9% | +2.1% | +15.1% |
| 5Y | +154.1% | +42.3% | +111.8% | +88.0% |
| 10Y | +441.9% | +401.2% | +40.7% | +113.8% |
| All | +441.9% | +381.8% | +60.0% | +113.8% |
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