+5.6%
MSCI vs CBRE
+25.7%
-20.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | -0.7% | -2.8% | +2.1% | +0.6% |
| 30D | +16.2% | +2.2% | +14.0% | +14.7% |
| 3M | +16.1% | -10.1% | +26.2% | +21.5% |
| 6M | +12.9% | -8.0% | +20.9% | +16.2% |
| YTD | +14.8% | -17.6% | +32.4% | +23.1% |
| 1Y | +13.8% | -14.7% | +28.5% | +19.7% |
| 3Y | +31.2% | +80.4% | -49.1% | -14.5% |
| 5Y | +5.6% | +25.9% | -20.3% | -16.7% |
| All | +5.6% | +25.7% | -20.2% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling