+154.7%
MO vs CBRE
+25.7%
+129.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +0.4% | -2.8% | +3.2% | +0.7% |
| 30D | +8.9% | +2.2% | +6.7% | +8.5% |
| 3M | +23.0% | -10.1% | +33.0% | +24.1% |
| 6M | +15.0% | -8.0% | +23.0% | +15.6% |
| YTD | +41.7% | -17.6% | +59.3% | +43.4% |
| 1Y | +43.3% | -14.7% | +58.0% | +44.3% |
| 3Y | +143.2% | +80.4% | +62.8% | +114.1% |
| 5Y | +154.7% | +25.9% | +128.8% | +131.1% |
| All | +154.7% | +25.7% | +129.0% | +131.1% |
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