+608.1%
MTUM vs CBRE
+499.0%
+109.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.0% | +2.5% |
| 7D | +4.1% | -1.5% | +5.6% | +4.5% |
| 30D | -0.2% | -4.0% | +3.8% | +0.8% |
| 3M | -1.9% | +8.0% | -9.9% | -5.4% |
| 6M | +28.1% | +4.0% | +24.1% | +24.8% |
| YTD | +23.6% | -11.5% | +35.1% | +26.3% |
| 1Y | +26.1% | -13.0% | +39.1% | +29.3% |
| 3Y | +116.8% | +66.9% | +49.9% | +74.3% |
| 5Y | +80.0% | +45.0% | +35.0% | +49.2% |
| 10Y | +346.4% | +385.0% | -38.6% | +133.6% |
| All | +608.1% | +499.0% | +109.1% | +237.2% |
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