-13.1%
CBRE vs TXG
+254.8%
-267.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.5% |
| 7D | -1.8% | -1.8% | +0.1% | -1.6% |
| 30D | +3.3% | -20.4% | +23.7% | +4.5% |
| 3M | -12.4% | +0.1% | -12.4% | -14.0% |
| 6M | -5.4% | +176.2% | -181.5% | -20.1% |
| YTD | -17.2% | +256.8% | -274.0% | -33.4% |
| 1Y | -13.1% | +255.9% | -269.0% | -30.2% |
| All | -13.1% | +254.8% | -267.9% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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