+73.5%
CBRE vs TRMB
+14.4%
+59.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.0% | -2.5% | +0.6% | -0.9% |
| 30D | -2.2% | +1.5% | -3.7% | -2.9% |
| 3M | +12.9% | +6.8% | +6.1% | +9.6% |
| 6M | +4.3% | -14.9% | +19.3% | +10.6% |
| YTD | -8.0% | -24.1% | +16.0% | +1.8% |
| 1Y | -8.6% | -25.4% | +16.8% | +1.7% |
| All | +73.5% | +14.4% | +59.1% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling