+45.0%
CBRE vs TAP
0.0%
+45.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -2.4% |
| 7D | -1.5% | -2.3% | +0.8% | -0.7% |
| 30D | -4.0% | -9.4% | +5.4% | -0.7% |
| 3M | +8.0% | -0.8% | +8.8% | +8.3% |
| 6M | +4.0% | -14.7% | +18.7% | +9.2% |
| YTD | -11.5% | -13.9% | +2.4% | -8.3% |
| 1Y | -13.0% | -18.6% | +5.6% | -8.2% |
| 3Y | +66.9% | -32.0% | +98.9% | +85.4% |
| 5Y | +45.0% | -1.0% | +46.0% | +34.9% |
| All | +45.0% | 0.0% | +45.1% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling