+2,158.9%
CBRE vs TRMB
+691.9%
+1,467.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.3% |
| 7D | +1.0% | -17.0% | +18.0% | +10.8% |
| 30D | +5.6% | -9.0% | +14.6% | +9.6% |
| 3M | -6.8% | -8.1% | +1.4% | -4.0% |
| 6M | -5.6% | -10.1% | +4.5% | -2.2% |
| YTD | -14.1% | -30.2% | +16.1% | +3.0% |
| 1Y | -9.5% | -30.7% | +21.2% | +8.6% |
| 3Y | +91.8% | +32.6% | +59.1% | +48.5% |
| 5Y | +30.3% | -38.1% | +68.5% | +54.4% |
| 10Y | +406.9% | +98.9% | +308.0% | +161.1% |
| All | +2,158.9% | +691.9% | +1,467.0% | +404.5% |
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