+385.0%
CBRE vs TECH
+178.6%
+206.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -4.0% | +0.1% | -4.1% | -4.0% |
| 3M | +8.0% | +37.5% | -29.5% | -4.8% |
| 6M | +4.0% | +34.6% | -30.6% | -9.5% |
| YTD | -11.5% | +23.5% | -35.0% | -20.4% |
| 1Y | -13.0% | +34.4% | -47.4% | -25.0% |
| 3Y | +66.9% | +2.3% | +64.6% | +53.7% |
| 5Y | +45.0% | -41.7% | +86.8% | +63.0% |
| 10Y | +385.0% | +177.6% | +207.4% | +145.5% |
| All | +385.0% | +178.6% | +206.4% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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