+46.2%
MSFT vs CBRE
+82.7%
-36.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -1.3% | -1.8% | +0.5% | -0.9% |
| 30D | -1.8% | +3.3% | -5.1% | -2.5% |
| 3M | +5.6% | -12.4% | +18.0% | +8.2% |
| 6M | +29.8% | -5.4% | +35.2% | +30.9% |
| YTD | +9.0% | -17.2% | +26.2% | +12.1% |
| 1Y | +4.9% | -13.1% | +18.0% | +6.9% |
| 3Y | +46.2% | +81.6% | -35.3% | +41.9% |
| All | +46.2% | +82.7% | -36.5% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling