+2,317.2%
CBRE vs TRI
+476.4%
+1,840.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +4.1% |
| 7D | -2.0% | -0.5% | -1.5% | -1.8% |
| 30D | -2.2% | +7.9% | -10.1% | -9.2% |
| 3M | +12.9% | +24.1% | -11.2% | -10.6% |
| 6M | +4.3% | +3.8% | +0.5% | -7.9% |
| YTD | -8.0% | -16.9% | +8.8% | -3.8% |
| 1Y | -8.6% | -38.4% | +29.8% | +26.8% |
| 3Y | +71.9% | -12.2% | +84.1% | +55.7% |
| 5Y | +50.0% | -1.8% | +51.8% | +17.0% |
| 10Y | +390.1% | +207.6% | +182.4% | +0.3% |
| All | +2,317.2% | +476.4% | +1,840.7% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling