+2,177.2%
MAR vs CBRE
+2,028.3%
+149.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.5% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +17.0% | +3.1% | +14.0% | +15.7% |
| 3M | +23.2% | -6.4% | +29.5% | +25.4% |
| 6M | +21.7% | -7.9% | +29.6% | +24.1% |
| YTD | +38.9% | -16.2% | +55.0% | +45.1% |
| 1Y | +48.7% | -11.2% | +59.9% | +52.3% |
| 3Y | +122.9% | +83.4% | +39.5% | +75.6% |
| 5Y | +177.5% | +28.4% | +149.0% | +145.3% |
| 10Y | +537.5% | +386.8% | +150.8% | +266.8% |
| All | +2,177.2% | +2,028.3% | +149.0% | +693.8% |
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 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