+568.1%
MS vs CBRE
+2,052.9%
-1,484.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.6% | -4.4% |
| 7D | -3.4% | +6.0% | -9.4% | -5.9% |
| 30D | -3.9% | +4.4% | -8.3% | -6.0% |
| 3M | -15.9% | -9.8% | -6.1% | -12.5% |
| 6M | -2.5% | -4.4% | +1.9% | -1.9% |
| YTD | +5.1% | -15.2% | +20.3% | +10.8% |
| 1Y | +13.0% | -9.1% | +22.1% | +15.3% |
| 3Y | +160.7% | +79.4% | +81.3% | +93.0% |
| 5Y | +114.0% | +27.8% | +86.2% | +82.2% |
| 10Y | +637.5% | +416.1% | +221.4% | +231.0% |
| All | +568.1% | +2,052.9% | -1,484.8% | +51.5% |
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