+605.8%
MSCI vs CBRE
+378.3%
+227.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -2.1% |
| 7D | -2.1% | -1.5% | -0.6% | -1.4% |
| 30D | -1.7% | -4.0% | +2.3% | -0.2% |
| 3M | -8.2% | +8.0% | -16.2% | -11.6% |
| 6M | -2.4% | +4.0% | -6.4% | -4.9% |
| YTD | -2.8% | -11.5% | +8.7% | +0.7% |
| 1Y | -2.7% | -13.0% | +10.3% | +1.4% |
| 3Y | +7.3% | +66.9% | -59.6% | -19.0% |
| 5Y | -11.4% | +45.0% | -56.5% | -29.8% |
| 10Y | +605.8% | +385.0% | +220.8% | +230.7% |
| All | +605.8% | +378.3% | +227.5% | +230.7% |
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