+2,317.2%
CBRE vs TAP
+105.4%
+2,211.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.0% | -2.3% | +0.3% | -0.7% |
| 30D | -2.2% | -2.1% | 0.0% | -1.1% |
| 3M | +12.9% | +6.6% | +6.3% | +8.7% |
| 6M | +4.3% | -11.5% | +15.8% | +10.7% |
| YTD | -8.0% | -10.3% | +2.2% | -4.4% |
| 1Y | -8.6% | -14.4% | +5.8% | -3.1% |
| 3Y | +71.9% | -28.3% | +100.2% | +95.9% |
| 5Y | +50.0% | +1.7% | +48.3% | +34.5% |
| 10Y | +390.1% | -49.2% | +439.3% | +511.6% |
| All | +2,317.2% | +105.4% | +2,211.8% | +1,127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling