+297.3%
CBRE vs TRU
+238.0%
+59.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +2.5% |
| 7D | -2.0% | -6.8% | +4.8% | +1.6% |
| 30D | -2.2% | 0.0% | -2.2% | -2.2% |
| 3M | +12.9% | +13.3% | -0.4% | +5.2% |
| 6M | +4.3% | +3.4% | +0.9% | +1.1% |
| YTD | -8.0% | -6.4% | -1.7% | -6.9% |
| 1Y | -8.6% | -9.7% | +1.1% | -6.6% |
| 3Y | +71.9% | +0.1% | +71.7% | +55.6% |
| 5Y | +50.0% | -34.0% | +84.0% | +69.3% |
| 10Y | +390.1% | +147.9% | +242.2% | +164.3% |
| All | +297.3% | +238.0% | +59.3% | +88.6% |
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