+966.8%
MOD vs CBRE
+421.6%
+545.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.9% | +8.5% |
| 7D | -13.9% | +1.0% | -15.0% | -15.1% |
| 30D | -41.5% | +5.6% | -47.2% | -44.6% |
| 3M | -45.7% | -6.8% | -39.0% | -44.2% |
| 6M | -61.1% | -5.6% | -55.5% | -61.2% |
| YTD | -20.5% | -14.1% | -6.4% | -16.6% |
| 1Y | -32.1% | -9.5% | -22.6% | -31.3% |
| 3Y | +146.5% | +91.8% | +54.7% | +43.0% |
| 5Y | +812.7% | +30.3% | +782.4% | +586.7% |
| 10Y | +966.8% | +406.9% | +560.0% | +244.4% |
| All | +966.8% | +421.6% | +545.2% | +244.4% |
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