+462.9%
META vs CBRE
+379.0%
+83.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +5.2% | -1.8% | +6.9% | +6.0% |
| 30D | -13.0% | +3.3% | -16.3% | -14.5% |
| 3M | +7.9% | -12.4% | +20.3% | +13.7% |
| 6M | +4.2% | -5.4% | +9.6% | +5.6% |
| YTD | -2.5% | -17.2% | +14.7% | +3.5% |
| 1Y | +5.6% | -13.1% | +18.7% | +9.6% |
| 3Y | +96.8% | +81.6% | +15.2% | +42.9% |
| 5Y | +90.0% | +26.4% | +63.6% | +59.1% |
| All | +462.9% | +379.0% | +83.9% | +211.0% |
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