+820.4%
MSCI vs CBRE
+387.8%
+432.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.9% | -4.6% | +2.7% | +0.1% |
| 30D | +16.5% | +3.0% | +13.5% | +14.8% |
| 3M | +18.2% | -8.7% | +26.9% | +22.4% |
| 6M | +14.0% | -7.9% | +21.9% | +16.9% |
| YTD | +16.6% | -16.3% | +32.9% | +23.4% |
| 1Y | +14.8% | -13.1% | +27.9% | +19.4% |
| 3Y | +33.3% | +83.1% | -49.9% | -3.8% |
| 5Y | +9.1% | +27.7% | -18.7% | -9.1% |
| 10Y | +820.4% | +386.9% | +433.5% | +367.1% |
| All | +820.4% | +387.8% | +432.6% | +367.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling