+42.4%
CBRE vs TRI
-11.1%
+53.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -7.2% | -14.4% | +7.1% | -2.3% |
| 30D | -6.4% | -8.1% | +1.7% | -3.9% |
| 3M | +2.9% | +17.5% | -14.6% | -3.7% |
| 6M | +2.5% | -5.0% | +7.5% | +2.4% |
| YTD | -14.2% | -24.7% | +10.5% | -5.7% |
| 1Y | -15.1% | -41.5% | +26.4% | +5.0% |
| 3Y | +61.9% | -20.3% | +82.2% | +59.8% |
| 5Y | +42.4% | -10.9% | +53.3% | +22.8% |
| All | +42.4% | -11.1% | +53.5% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling