+2,225.8%
CBRE vs TDY
+3,101.5%
-875.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.1% |
| 7D | -1.5% | -0.9% | -0.6% | -0.8% |
| 30D | -4.0% | -12.5% | +8.5% | +5.7% |
| 3M | +8.0% | -1.2% | +9.2% | +7.9% |
| 6M | +4.0% | -6.6% | +10.5% | +7.5% |
| YTD | -11.5% | +18.5% | -30.0% | -24.0% |
| 1Y | -13.0% | +10.8% | -23.8% | -21.9% |
| 3Y | +66.9% | +47.5% | +19.4% | +17.4% |
| 5Y | +45.0% | +35.8% | +9.2% | +6.8% |
| 10Y | +385.0% | +459.0% | -73.9% | +3.8% |
| All | +2,225.8% | +3,101.5% | -875.7% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling