-6.8%
CBRE vs TAP
+4.4%
-11.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.1% | +3.4% |
| 7D | +14.1% | +9.9% | +4.1% | +11.8% |
| 30D | +9.0% | +18.1% | -9.1% | +5.4% |
| 3M | -6.6% | +3.2% | -9.8% | -7.5% |
| 6M | +0.8% | +8.4% | -7.7% | -0.7% |
| YTD | -12.2% | -4.4% | -7.8% | -16.7% |
| 1Y | -6.8% | +3.2% | -10.1% | -11.9% |
| All | -6.8% | +4.4% | -11.2% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling