+72.2%
CBRE vs THC
+238.5%
-166.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | -2.2% | +1.3% | -3.5% | -2.4% |
| 3M | +12.9% | +64.2% | -51.3% | +4.0% |
| 6M | +4.3% | +8.3% | -4.0% | +2.2% |
| YTD | -8.0% | +33.4% | -41.4% | -13.4% |
| 1Y | -8.6% | +37.7% | -46.2% | -14.9% |
| All | +72.2% | +238.5% | -166.3% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling