+425.7%
META vs CBRE
+421.6%
+4.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.2% | +4.3% |
| 7D | +5.7% | +1.0% | +4.7% | +5.3% |
| 30D | -10.8% | +5.6% | -16.4% | -13.1% |
| 3M | +8.4% | -6.8% | +15.2% | +11.2% |
| 6M | +5.4% | -5.6% | +11.0% | +6.9% |
| YTD | -2.6% | -14.1% | +11.5% | +1.8% |
| 1Y | +3.5% | -9.5% | +13.0% | +5.6% |
| 3Y | +102.0% | +91.8% | +10.2% | +43.4% |
| 5Y | +93.1% | +30.3% | +62.7% | +59.6% |
| 10Y | +425.7% | +406.9% | +18.8% | +198.5% |
| All | +425.7% | +421.6% | +4.1% | +198.5% |
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