+25.9%
CBRE vs TRU
-25.2%
+51.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -2.8% | -2.2% | -0.6% | -1.8% |
| 30D | +2.2% | +20.2% | -18.0% | -6.1% |
| 3M | -10.1% | +2.2% | -12.3% | -11.5% |
| 6M | -8.0% | +17.6% | -25.6% | -15.4% |
| YTD | -17.6% | -5.0% | -12.6% | -17.6% |
| 1Y | -14.7% | -1.0% | -13.8% | -16.3% |
| 3Y | +80.4% | +56.5% | +23.8% | +38.1% |
| 5Y | +25.9% | -26.2% | +52.1% | +39.4% |
| All | +25.9% | -25.2% | +51.1% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling