+161.8%
MS vs CBRE
+80.2%
+81.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.6% | -4.5% |
| 7D | -3.4% | +6.0% | -9.4% | -5.7% |
| 30D | -3.9% | +4.4% | -8.3% | -5.8% |
| 3M | -15.9% | -9.8% | -6.1% | -12.5% |
| 6M | -2.5% | -4.4% | +1.9% | -1.8% |
| YTD | +5.1% | -15.2% | +20.3% | +11.1% |
| 1Y | +13.0% | -9.1% | +22.1% | +15.2% |
| All | +161.8% | +80.2% | +81.6% | +85.2% |
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 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