+564.4%
MS vs CBRE
+2,039.6%
-1,475.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -1.6% | +5.2% | -6.7% | -3.8% |
| 30D | -3.8% | +6.2% | -10.0% | -6.6% |
| 3M | -14.6% | -8.1% | -6.5% | -11.9% |
| 6M | -5.1% | -6.6% | +1.6% | -3.5% |
| YTD | +4.5% | -15.7% | +20.2% | +10.5% |
| 1Y | +13.5% | -9.7% | +23.2% | +16.2% |
| 3Y | +160.4% | +80.4% | +80.0% | +92.3% |
| 5Y | +112.9% | +27.0% | +85.8% | +81.7% |
| 10Y | +633.4% | +412.9% | +220.5% | +230.1% |
| All | +564.4% | +2,039.6% | -1,475.2% | +51.1% |
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