+124.3%
MOD vs CBRE
+80.2%
+44.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.4% | -3.9% | -5.5% |
| 7D | -34.2% | +6.0% | -40.2% | -36.8% |
| 30D | -51.9% | +4.4% | -56.2% | -53.6% |
| 3M | -53.0% | -9.8% | -43.2% | -50.8% |
| 6M | -66.4% | -4.4% | -62.0% | -66.6% |
| YTD | -31.5% | -15.2% | -16.3% | -27.3% |
| 1Y | -39.6% | -9.1% | -30.4% | -39.0% |
| All | +124.3% | +80.2% | +44.1% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling