+433.3%
META vs CBRE
+387.8%
+45.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -0.2% | -4.6% | +4.4% | +1.9% |
| 30D | -15.4% | +3.0% | -18.3% | -16.7% |
| 3M | +5.0% | -8.7% | +13.8% | +8.7% |
| 6M | +5.2% | -7.9% | +13.1% | +7.8% |
| YTD | -4.5% | -16.3% | +11.8% | +1.0% |
| 1Y | +0.6% | -13.1% | +13.7% | +4.5% |
| 3Y | +93.1% | +83.1% | +10.0% | +39.8% |
| 5Y | +93.7% | +27.7% | +66.0% | +61.5% |
| 10Y | +433.3% | +386.9% | +46.4% | +202.7% |
| All | +433.3% | +387.8% | +45.6% | +202.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling