+2,115.4%
CBRE vs THC
+455.5%
+1,659.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +5.2% | +3.7% | +1.5% | +4.0% |
| 30D | +6.2% | +9.0% | -2.8% | +3.4% |
| 3M | -8.1% | +10.4% | -18.5% | -11.0% |
| 6M | -6.6% | +45.7% | -52.3% | -17.6% |
| YTD | -15.7% | +42.6% | -58.3% | -26.6% |
| 1Y | -9.7% | +38.8% | -48.4% | -20.9% |
| 3Y | +80.4% | +418.8% | -338.4% | +0.6% |
| 5Y | +27.0% | +275.7% | -248.6% | -26.1% |
| 10Y | +412.9% | +1,496.2% | -1,083.3% | +43.0% |
| All | +2,115.4% | +455.5% | +1,659.9% | +321.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling