+2,225.8%
CBRE vs TKO
+3,518.0%
-1,292.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.0% | -8.8% | -5.7% |
| 7D | -1.5% | +7.2% | -8.7% | -4.4% |
| 30D | -4.0% | +4.7% | -8.7% | -5.9% |
| 3M | +8.0% | -3.2% | +11.2% | +8.8% |
| 6M | +4.0% | -2.9% | +6.8% | +3.9% |
| YTD | -11.5% | -5.8% | -5.7% | -10.6% |
| 1Y | -13.0% | -1.1% | -11.9% | -14.1% |
| 3Y | +66.9% | +111.1% | -44.2% | +16.4% |
| 5Y | +45.0% | +315.6% | -270.5% | -27.2% |
| 10Y | +385.0% | +978.5% | -593.4% | +26.5% |
| All | +2,225.8% | +3,518.0% | -1,292.2% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling