-29.7%
MOD vs CBRE
-11.8%
-17.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | +8.2% | -4.6% | +12.9% | +9.3% |
| 30D | -38.2% | +3.0% | -41.1% | -38.7% |
| 3M | -46.2% | -8.7% | -37.5% | -45.0% |
| 6M | -62.5% | -7.9% | -54.7% | -61.6% |
| YTD | -20.1% | -16.3% | -3.8% | -18.8% |
| 1Y | -29.7% | -13.1% | -16.6% | -32.2% |
| All | -29.7% | -11.8% | -17.9% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling