+100.1%
MO vs CBRE
+39.8%
+60.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -1.0% | -7.2% | +6.2% | -0.2% |
| 30D | +5.8% | -6.4% | +12.2% | +6.5% |
| 3M | -4.5% | +2.9% | -7.5% | -4.8% |
| 6M | +5.7% | +2.5% | +3.2% | +5.2% |
| YTD | +23.1% | -14.2% | +37.3% | +24.3% |
| 1Y | +10.9% | -15.1% | +26.1% | +12.0% |
| 3Y | +96.1% | +61.9% | +34.3% | +76.6% |
| 5Y | +100.1% | +42.4% | +57.7% | +76.2% |
| All | +100.1% | +39.8% | +60.3% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling