+2,948.2%
MSFT vs CBRE
+2,234.5%
+713.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -2.7% | -2.0% | -0.7% | -2.3% |
| 30D | +2.7% | -2.2% | +4.9% | +3.1% |
| 3M | +17.0% | +12.9% | +4.1% | +14.0% |
| 6M | +23.8% | +4.3% | +19.5% | +22.4% |
| YTD | +4.0% | -8.0% | +12.0% | +5.0% |
| 1Y | -0.8% | -8.6% | +7.7% | +0.1% |
| 3Y | +55.6% | +71.9% | -16.3% | +36.3% |
| 5Y | +72.9% | +50.0% | +22.9% | +54.9% |
| 10Y | +875.8% | +390.1% | +485.7% | +584.3% |
| All | +2,948.2% | +2,234.5% | +713.7% | +1,277.6% |
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