+3,136.8%
MSFT vs CBRE
+2,039.6%
+1,097.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +1.7% | +5.2% | -3.5% | +0.6% |
| 30D | +0.2% | +6.2% | -6.1% | -1.2% |
| 3M | +6.4% | -8.1% | +14.4% | +7.9% |
| 6M | +28.7% | -6.6% | +35.3% | +29.9% |
| YTD | +10.4% | -15.7% | +26.1% | +13.3% |
| 1Y | +7.6% | -9.7% | +17.3% | +8.7% |
| 3Y | +52.3% | +80.4% | -28.1% | +32.0% |
| 5Y | +64.5% | +27.0% | +37.5% | +52.1% |
| 10Y | +917.8% | +412.9% | +504.9% | +609.0% |
| All | +3,136.8% | +2,039.6% | +1,097.1% | +1,385.5% |
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