+2,317.2%
CBRE vs TRMB
+761.3%
+1,555.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | 0.0% |
| 7D | -2.0% | -2.5% | +0.6% | -0.4% |
| 30D | -2.2% | +1.5% | -3.7% | -3.2% |
| 3M | +12.9% | +6.8% | +6.1% | +8.0% |
| 6M | +4.3% | -14.9% | +19.3% | +13.5% |
| YTD | -8.0% | -24.1% | +16.0% | +7.0% |
| 1Y | -8.6% | -25.4% | +16.8% | +6.9% |
| 3Y | +71.9% | +8.0% | +63.9% | +52.4% |
| 5Y | +50.0% | -37.3% | +87.3% | +79.9% |
| 10Y | +390.1% | +116.8% | +273.2% | +144.4% |
| All | +2,317.2% | +761.3% | +1,555.9% | +424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling