+256.2%
CBRE vs TRU
+243.2%
+13.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -2.8% | -2.2% | -0.6% | -1.7% |
| 30D | +2.2% | +20.2% | -18.0% | -7.5% |
| 3M | -10.1% | +2.2% | -12.3% | -11.8% |
| 6M | -8.0% | +17.6% | -25.6% | -16.7% |
| YTD | -17.6% | -5.0% | -12.6% | -17.8% |
| 1Y | -14.7% | -1.0% | -13.8% | -16.8% |
| 3Y | +80.4% | +56.5% | +23.8% | +29.3% |
| 5Y | +25.9% | -26.2% | +52.1% | +32.2% |
| 10Y | +379.5% | +184.5% | +195.1% | +137.8% |
| All | +256.2% | +243.2% | +13.0% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling