+1,689.4%
MAR vs CBRE
+2,234.5%
-545.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -4.2% | -2.0% | -2.2% | -3.5% |
| 30D | -6.7% | -2.2% | -4.5% | -6.1% |
| 3M | -12.5% | +12.9% | -25.4% | -16.4% |
| 6M | +0.6% | +4.3% | -3.7% | -1.5% |
| YTD | +9.1% | -8.0% | +17.2% | +10.8% |
| 1Y | +26.2% | -8.6% | +34.8% | +28.2% |
| 3Y | +68.2% | +71.9% | -3.7% | +35.5% |
| 5Y | +163.9% | +50.0% | +113.9% | +121.9% |
| 10Y | +420.6% | +390.1% | +30.5% | +198.0% |
| All | +1,689.4% | +2,234.5% | -545.1% | +506.0% |
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