+42.3%
CBRE vs TW
+20.0%
+22.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | -3.0% | -0.6% | -2.4% | -2.8% |
| 3M | +2.6% | +3.4% | -0.8% | +1.3% |
| 6M | +2.0% | -18.4% | +20.5% | +7.1% |
| YTD | -13.1% | -3.9% | -9.2% | -13.1% |
| 1Y | -13.8% | -13.3% | -0.5% | -11.4% |
| 3Y | +63.9% | +20.8% | +43.0% | +47.9% |
| 5Y | +42.3% | +20.3% | +22.0% | +24.0% |
| All | +42.3% | +20.0% | +22.3% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling