+45.0%
CBRE vs TRMB
-37.5%
+82.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.2% |
| 7D | -1.5% | -0.3% | -1.3% | -1.4% |
| 30D | -4.0% | -1.2% | -2.8% | -3.5% |
| 3M | +8.0% | +9.6% | -1.6% | +3.1% |
| 6M | +4.0% | -16.1% | +20.1% | +12.2% |
| YTD | -11.5% | -25.0% | +13.5% | +0.7% |
| 1Y | -13.0% | -27.7% | +14.7% | +0.4% |
| 3Y | +66.9% | +15.3% | +51.6% | +47.7% |
| 5Y | +45.0% | -37.4% | +82.4% | +69.0% |
| All | +45.0% | -37.5% | +82.6% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling