+5.7%
MSFT vs CBRE
-11.1%
+16.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +1.7% | +5.2% | -3.5% | +0.8% |
| 30D | +0.2% | +6.2% | -6.1% | -1.0% |
| 3M | +6.4% | -8.1% | +14.4% | +8.3% |
| 6M | +28.7% | -6.6% | +35.3% | +30.6% |
| YTD | +10.4% | -15.7% | +26.1% | +13.3% |
| All | +5.7% | -11.1% | +16.8% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling