+137.1%
MOD vs CBRE
+79.1%
+58.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.0% |
| 7D | -25.5% | +5.2% | -30.7% | -28.3% |
| 30D | -49.0% | +6.2% | -55.2% | -51.3% |
| 3M | -49.8% | -8.1% | -41.7% | -48.1% |
| 6M | -64.8% | -6.6% | -58.1% | -64.4% |
| YTD | -27.6% | -15.7% | -11.9% | -22.9% |
| 1Y | -35.2% | -9.7% | -25.5% | -34.5% |
| 3Y | +137.1% | +80.4% | +56.7% | +46.4% |
| All | +137.1% | +79.1% | +58.1% | +46.4% |
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 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