+386.8%
CBRE vs TRMB
+96.4%
+290.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -0.5% | -16.6% | +16.0% | +7.4% |
| 30D | +3.1% | -8.9% | +11.9% | +6.3% |
| 3M | -6.4% | -6.3% | 0.0% | -5.0% |
| 6M | -7.9% | -10.0% | +2.1% | -5.1% |
| YTD | -16.2% | -30.1% | +14.0% | -1.7% |
| 1Y | -11.2% | -31.3% | +20.1% | +4.8% |
| 3Y | +83.4% | +30.8% | +52.6% | +47.3% |
| 5Y | +28.4% | -35.9% | +64.4% | +48.5% |
| 10Y | +386.8% | +101.7% | +285.1% | +182.7% |
| All | +386.8% | +96.4% | +290.3% | +182.7% |
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