+80.8%
CBRE vs THC
+425.2%
-344.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | +2.2% | +7.5% | -5.3% | +1.0% |
| 3M | -10.1% | +7.5% | -17.6% | -11.2% |
| 6M | -8.0% | +46.4% | -54.4% | -13.8% |
| YTD | -17.6% | +44.4% | -61.9% | -23.3% |
| 1Y | -14.7% | +43.4% | -58.1% | -20.6% |
| All | +80.8% | +425.2% | -344.4% | +12.9% |
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