+2,417.1%
MSCI vs CBRE
+655.9%
+1,761.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +0.4% | -2.0% | +2.4% | +0.9% |
| 30D | +0.6% | -2.2% | +2.7% | +1.1% |
| 3M | -7.1% | +12.9% | -20.0% | -10.5% |
| 6M | +0.8% | +4.3% | -3.5% | -0.9% |
| YTD | +1.0% | -8.0% | +9.0% | +2.4% |
| 1Y | +4.3% | -8.6% | +12.9% | +5.8% |
| 3Y | +9.9% | +71.9% | -61.9% | -8.1% |
| 5Y | -6.8% | +50.0% | -56.8% | -19.0% |
| 10Y | +614.7% | +390.1% | +224.6% | +338.4% |
| All | +2,417.1% | +655.9% | +1,761.2% | +1,003.8% |
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