+61.7%
CBRE vs TDY
+45.1%
+16.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -7.2% | -1.9% | -5.4% | -6.5% |
| 30D | -6.4% | -12.5% | +6.1% | -1.0% |
| 3M | +2.9% | -0.8% | +3.7% | +2.5% |
| 6M | +2.5% | -9.0% | +11.5% | +6.0% |
| YTD | -14.2% | +16.8% | -31.0% | -21.8% |
| 1Y | -15.1% | +9.5% | -24.6% | -20.5% |
| All | +61.7% | +45.1% | +16.6% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling