+392.5%
CBRE vs TKO
+989.7%
-597.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | -5.0% | +2.3% | -7.3% | -5.6% |
| 30D | -4.7% | -2.5% | -2.2% | -4.1% |
| 3M | +6.5% | -10.6% | +17.1% | +9.2% |
| 6M | +6.1% | -5.1% | +11.1% | +6.7% |
| YTD | -12.6% | -8.2% | -4.4% | -11.3% |
| 1Y | -15.3% | -4.4% | -10.9% | -15.0% |
| 3Y | +64.6% | +100.4% | -35.8% | +35.0% |
| 5Y | +45.0% | +294.3% | -249.3% | -3.1% |
| All | +392.5% | +989.7% | -597.2% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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