+156.4%
MAR vs CBRE
+45.8%
+110.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -0.5% |
| 7D | -1.7% | -1.5% | -0.2% | -1.1% |
| 30D | -6.9% | -4.0% | -2.9% | -5.4% |
| 3M | -15.8% | +8.0% | -23.8% | -19.4% |
| 6M | +1.9% | +4.0% | -2.0% | -1.0% |
| YTD | +6.6% | -11.5% | +18.1% | +10.7% |
| 1Y | +23.7% | -13.0% | +36.7% | +29.2% |
| 3Y | +64.6% | +66.9% | -2.3% | +17.4% |
| 5Y | +156.4% | +45.0% | +111.3% | +95.6% |
| All | +156.4% | +45.8% | +110.6% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling