-6.8%
CBRE vs THC
+46.1%
-53.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.6% | -5.5% | +3.5% |
| 7D | +14.1% | +8.8% | +5.2% | +13.4% |
| 30D | +9.0% | +12.6% | -3.6% | +8.3% |
| 3M | -6.6% | +15.4% | -21.9% | -7.2% |
| 6M | +0.8% | +57.7% | -56.9% | +0.4% |
| YTD | -12.2% | +47.1% | -59.3% | -11.4% |
| 1Y | -6.8% | +40.7% | -47.5% | -5.3% |
| All | -6.8% | +46.1% | -53.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling