-15.1%
CBRE vs TRU
-17.6%
+2.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -7.2% | -9.4% | +2.2% | -3.5% |
| 30D | -6.4% | -4.1% | -2.3% | -4.8% |
| 3M | +2.9% | +13.6% | -10.7% | -2.2% |
| 6M | +2.5% | +3.6% | -1.0% | 0.0% |
| YTD | -14.2% | -9.8% | -4.4% | -13.5% |
| 1Y | -15.1% | -13.6% | -1.5% | -15.0% |
| All | -15.1% | -17.6% | +2.5% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling