+2,317.2%
CBRE vs TROW
+764.1%
+1,553.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.3% |
| 7D | -2.0% | -1.3% | -0.7% | -0.8% |
| 30D | -2.2% | -4.5% | +2.3% | +1.9% |
| 3M | +12.9% | +3.9% | +9.0% | +8.4% |
| 6M | +4.3% | +22.6% | -18.3% | -13.7% |
| YTD | -8.0% | +10.1% | -18.2% | -16.7% |
| 1Y | -8.6% | +3.6% | -12.1% | -13.0% |
| 3Y | +71.9% | +12.4% | +59.5% | +44.8% |
| 5Y | +50.0% | -37.5% | +87.5% | +99.4% |
| 10Y | +390.1% | +130.0% | +260.1% | +57.6% |
| All | +2,317.2% | +764.1% | +1,553.0% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling