+392.5%
CBRE vs TDY
+479.2%
-86.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.1% |
| 7D | -5.0% | -1.1% | -3.8% | -4.3% |
| 30D | -4.7% | -12.0% | +7.4% | +2.7% |
| 3M | +6.5% | -3.2% | +9.7% | +7.9% |
| 6M | +6.1% | -7.9% | +13.9% | +10.0% |
| YTD | -12.6% | +18.2% | -30.8% | -22.6% |
| 1Y | -15.3% | +6.7% | -22.0% | -20.4% |
| 3Y | +64.6% | +47.5% | +17.1% | +24.1% |
| 5Y | +45.0% | +39.5% | +5.5% | +12.1% |
| All | +392.5% | +479.2% | -86.7% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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