+2,182.1%
MAR vs CBRE
+2,024.9%
+157.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.0% | -4.6% | +5.6% | +2.6% |
| 30D | +16.2% | +3.0% | +13.3% | +14.9% |
| 3M | +23.1% | -8.7% | +31.8% | +26.4% |
| 6M | +22.0% | -7.9% | +29.8% | +24.3% |
| YTD | +39.2% | -16.3% | +55.5% | +45.5% |
| 1Y | +48.3% | -13.1% | +61.4% | +53.0% |
| 3Y | +123.4% | +83.1% | +40.3% | +76.0% |
| 5Y | +185.4% | +27.7% | +157.7% | +152.7% |
| 10Y | +539.2% | +386.9% | +152.3% | +267.7% |
| All | +2,182.1% | +2,024.9% | +157.2% | +695.9% |
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