-33.5%
MOD vs CBRE
-9.3%
-24.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.9% | +9.5% |
| 7D | -13.9% | +1.0% | -15.0% | -14.1% |
| 30D | -41.5% | +5.6% | -47.2% | -42.3% |
| 3M | -45.7% | -6.8% | -39.0% | -44.8% |
| 6M | -61.1% | -5.6% | -55.5% | -60.3% |
| YTD | -20.5% | -14.1% | -6.4% | -19.5% |
| All | -33.5% | -9.3% | -24.2% | -37.2% |
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