+668.7%
MOD vs CBRE
+2,234.5%
-1,565.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | +9.6% | -2.0% | +11.6% | +10.5% |
| 30D | 0.0% | -2.2% | +2.2% | +0.7% |
| 3M | -35.4% | +12.9% | -48.3% | -39.8% |
| 6M | -7.3% | +4.3% | -11.6% | -10.5% |
| YTD | +45.8% | -8.0% | +53.8% | +47.8% |
| 1Y | +43.1% | -8.6% | +51.7% | +45.6% |
| 3Y | +297.7% | +71.9% | +225.8% | +204.0% |
| 5Y | +1,478.8% | +50.0% | +1,428.7% | +1,187.1% |
| 10Y | +1,633.4% | +390.1% | +1,243.3% | +744.8% |
| All | +668.7% | +2,234.5% | -1,565.8% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling