+646.9%
MCHP vs CBRE
+2,001.9%
-1,355.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | +5.7% | -1.8% | +7.5% | +6.2% |
| 30D | -13.4% | +3.3% | -16.7% | -14.3% |
| 3M | -20.1% | -12.4% | -7.8% | -17.5% |
| 6M | -35.5% | -5.4% | -30.2% | -35.2% |
| YTD | -1.6% | -17.2% | +15.7% | +1.9% |
| 1Y | +15.5% | -13.1% | +28.6% | +18.0% |
| 3Y | -13.2% | +81.6% | -94.7% | -27.1% |
| 5Y | -17.5% | +26.4% | -43.9% | -23.6% |
| 10Y | +136.0% | +381.6% | -245.7% | +59.8% |
| All | +646.9% | +2,001.9% | -1,355.0% | +167.9% |
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