+2,558.0%
MO vs CBRE
+2,001.9%
+556.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +3.3% | -1.8% | +5.1% | +3.5% |
| 30D | +7.5% | +3.3% | +4.2% | +7.1% |
| 3M | +22.8% | -12.4% | +35.1% | +24.2% |
| 6M | +13.4% | -5.4% | +18.7% | +13.7% |
| YTD | +43.0% | -17.2% | +60.2% | +44.8% |
| 1Y | +45.2% | -13.1% | +58.3% | +46.3% |
| 3Y | +145.5% | +81.6% | +64.0% | +127.3% |
| 5Y | +157.1% | +26.4% | +130.6% | +145.0% |
| 10Y | +153.3% | +381.6% | -228.3% | +110.5% |
| All | +2,558.0% | +2,001.9% | +556.1% | +1,729.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling