+406.9%
CBRE vs TAP
-49.5%
+456.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.5% |
| 7D | +1.0% | -7.8% | +8.9% | +4.4% |
| 30D | +5.6% | +7.1% | -1.5% | +2.5% |
| 3M | -6.8% | -7.0% | +0.3% | -4.1% |
| 6M | -5.6% | -3.8% | -1.8% | -4.4% |
| YTD | -14.1% | -11.7% | -2.4% | -11.1% |
| 1Y | -9.5% | -10.1% | +0.6% | -7.3% |
| 3Y | +91.8% | -23.7% | +115.5% | +106.5% |
| 5Y | +30.3% | +2.9% | +27.4% | +20.0% |
| 10Y | +406.9% | -49.5% | +456.4% | +384.9% |
| All | +406.9% | -49.5% | +456.4% | +384.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling