+392.5%
CBRE vs TROW
+130.0%
+262.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.5% |
| 7D | -5.0% | -3.2% | -1.8% | -3.1% |
| 30D | -4.7% | -4.6% | -0.1% | -1.9% |
| 3M | +6.5% | -0.7% | +7.2% | +6.6% |
| 6M | +6.1% | +22.2% | -16.2% | -6.7% |
| YTD | -12.6% | +6.6% | -19.2% | -16.5% |
| 1Y | -15.3% | +5.8% | -21.1% | -18.9% |
| 3Y | +64.6% | +11.6% | +53.0% | +49.0% |
| 5Y | +45.0% | -38.9% | +83.9% | +85.6% |
| All | +392.5% | +130.0% | +262.5% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling