+42.3%
CBRE vs TXG
-63.6%
+105.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.3% |
| 7D | -1.7% | +9.1% | -10.8% | -3.2% |
| 30D | -3.0% | +14.9% | -17.8% | -5.5% |
| 3M | +2.6% | +120.0% | -117.3% | -12.2% |
| 6M | +2.0% | +221.8% | -219.8% | -19.6% |
| YTD | -13.1% | +312.6% | -325.7% | -35.0% |
| 1Y | -13.8% | +398.4% | -412.3% | -38.8% |
| 3Y | +63.9% | +42.1% | +21.8% | +39.8% |
| 5Y | +42.3% | -63.5% | +105.8% | +29.3% |
| All | +42.3% | -63.6% | +105.9% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling