+401.2%
CBRE vs TRMB
+113.5%
+287.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.6% |
| 7D | -1.7% | -2.9% | +1.2% | -0.1% |
| 30D | -3.0% | -1.8% | -1.2% | -2.1% |
| 3M | +2.6% | +8.4% | -5.8% | -1.9% |
| 6M | +2.0% | -18.5% | +20.5% | +12.6% |
| YTD | -13.1% | -26.7% | +13.6% | +1.3% |
| 1Y | -13.8% | -28.3% | +14.5% | +1.2% |
| 3Y | +63.9% | +12.6% | +51.3% | +44.6% |
| 5Y | +42.3% | -38.7% | +81.0% | +72.0% |
| 10Y | +401.2% | +120.8% | +280.4% | +165.9% |
| All | +401.2% | +113.5% | +287.6% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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