+47.9%
MS vs CBRE
-7.7%
+55.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +1.4% | -2.0% | +3.3% | +1.9% |
| 30D | -0.3% | -2.2% | +1.9% | +0.3% |
| 3M | +0.3% | +12.9% | -12.6% | -4.5% |
| 6M | +31.3% | +4.3% | +27.0% | +28.7% |
| YTD | +24.7% | -8.0% | +32.7% | +26.6% |
| 1Y | +47.9% | -8.6% | +56.5% | +48.7% |
| All | +47.9% | -7.7% | +55.6% | +48.7% |
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