-13.5%
CBRE vs TRMB
-31.5%
+18.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.1% |
| 7D | -2.8% | +4.1% | -6.9% | -4.1% |
| 30D | +2.2% | -7.0% | +9.2% | +2.2% |
| 3M | -10.1% | -0.9% | -9.2% | -12.9% |
| 6M | -8.0% | -1.2% | -6.8% | -11.4% |
| YTD | -17.6% | -28.7% | +11.2% | -8.0% |
| All | -13.5% | -31.5% | +18.0% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling