+868.6%
MSFT vs CBRE
+378.3%
+490.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | +0.2% |
| 7D | -1.4% | -1.5% | +0.1% | -0.9% |
| 30D | -1.0% | -4.0% | +3.0% | +0.2% |
| 3M | +20.2% | +8.0% | +12.2% | +16.7% |
| 6M | +21.3% | +4.0% | +17.3% | +19.0% |
| YTD | +2.8% | -11.5% | +14.3% | +5.8% |
| 1Y | 0.0% | -13.0% | +13.0% | +3.1% |
| 3Y | +51.2% | +66.9% | -15.7% | +18.9% |
| 5Y | +71.4% | +45.0% | +26.4% | +39.6% |
| 10Y | +868.6% | +385.0% | +483.6% | +424.0% |
| All | +868.6% | +378.3% | +490.3% | +424.0% |
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