+392.5%
CBRE vs TRI
+196.2%
+196.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.0% |
| 7D | -5.0% | -7.9% | +2.9% | -1.2% |
| 30D | -4.7% | -4.5% | -0.2% | -2.8% |
| 3M | +6.5% | +22.1% | -15.6% | -5.3% |
| 6M | +6.1% | -2.8% | +8.8% | +4.0% |
| YTD | -12.6% | -23.4% | +10.8% | -3.1% |
| 1Y | -15.3% | -41.5% | +26.2% | +10.5% |
| 3Y | +64.6% | -19.2% | +83.8% | +65.4% |
| 5Y | +45.0% | -9.4% | +54.4% | +31.5% |
| All | +392.5% | +196.2% | +196.3% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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