+73.5%
MSFT vs CBRE
+50.7%
+22.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -2.7% | -2.0% | -0.7% | -2.1% |
| 30D | +2.7% | -2.2% | +4.9% | +3.3% |
| 3M | +17.0% | +12.9% | +4.1% | +12.1% |
| 6M | +23.8% | +4.3% | +19.5% | +21.5% |
| YTD | +4.0% | -8.0% | +12.0% | +5.6% |
| 1Y | -0.8% | -8.6% | +7.7% | +0.6% |
| 3Y | +55.6% | +71.9% | -16.3% | +18.3% |
| All | +73.5% | +50.7% | +22.7% | +34.1% |
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