-13.2%
MCHP vs CBRE
+82.7%
-95.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | +5.7% | -1.8% | +7.5% | +6.6% |
| 30D | -13.4% | +3.3% | -16.7% | -14.7% |
| 3M | -20.1% | -12.4% | -7.8% | -15.6% |
| 6M | -35.5% | -5.4% | -30.2% | -35.0% |
| YTD | -1.6% | -17.2% | +15.7% | +4.4% |
| 1Y | +15.5% | -13.1% | +28.6% | +18.4% |
| 3Y | -13.2% | +81.6% | -94.7% | -42.4% |
| All | -13.2% | +82.7% | -95.9% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling