-6.8%
CBRE vs TW
+20.8%
-27.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +4.0% |
| 7D | +14.1% | +6.0% | +8.1% | +13.0% |
| 30D | +9.0% | +18.6% | -9.5% | +6.2% |
| 3M | -6.6% | +26.5% | -33.1% | -9.8% |
| 6M | +0.8% | +13.1% | -12.4% | -0.9% |
| YTD | -12.2% | +18.5% | -30.8% | -15.1% |
| 1Y | -6.8% | +21.7% | -28.5% | -10.6% |
| All | -6.8% | +20.8% | -27.6% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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