+692.5%
MS vs CBRE
+2,234.5%
-1,542.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.4% | -2.0% | +3.3% | +2.2% |
| 30D | -0.3% | -2.2% | +1.9% | +0.4% |
| 3M | +0.3% | +12.9% | -12.6% | -5.9% |
| 6M | +31.3% | +4.3% | +27.0% | +27.3% |
| YTD | +24.7% | -8.0% | +32.7% | +27.2% |
| 1Y | +47.9% | -8.6% | +56.5% | +50.9% |
| 3Y | +178.3% | +71.9% | +106.5% | +110.4% |
| 5Y | +144.9% | +50.0% | +94.9% | +94.5% |
| 10Y | +804.5% | +390.1% | +414.5% | +314.8% |
| All | +692.5% | +2,234.5% | -1,542.0% | +73.9% |
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