+42.4%
CBRE vs TROW
-38.9%
+81.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -7.2% | -3.0% | -4.2% | -5.6% |
| 30D | -6.4% | -5.5% | -1.0% | -3.4% |
| 3M | +2.9% | +2.3% | +0.7% | +1.3% |
| 6M | +2.5% | +23.9% | -21.4% | -9.6% |
| YTD | -14.2% | +7.9% | -22.1% | -18.3% |
| 1Y | -15.1% | +6.1% | -21.3% | -18.6% |
| 3Y | +61.9% | +13.8% | +48.1% | +46.0% |
| 5Y | +42.4% | -38.2% | +80.6% | +67.7% |
| All | +42.4% | -38.9% | +81.3% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling