+95.1%
META vs CBRE
+79.1%
+16.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | -0.8% | +5.2% | -6.0% | -2.5% |
| 30D | -15.4% | +6.2% | -21.6% | -17.2% |
| 3M | +3.5% | -8.1% | +11.6% | +6.1% |
| 6M | -0.3% | -6.6% | +6.4% | +1.3% |
| YTD | -7.3% | -15.7% | +8.4% | -3.4% |
| 1Y | -1.1% | -9.7% | +8.6% | +0.5% |
| 3Y | +95.1% | +80.4% | +14.7% | +72.8% |
| All | +95.1% | +79.1% | +16.0% | +72.8% |
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