+170.2%
CBRE vs TXG
+16.0%
+154.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.0% | +1.8% | -3.8% | -2.3% |
| 30D | -2.2% | +32.0% | -34.2% | -7.2% |
| 3M | +12.9% | +87.0% | -74.1% | -0.1% |
| 6M | +4.3% | +180.1% | -175.8% | -14.9% |
| YTD | -8.0% | +284.1% | -292.2% | -29.4% |
| 1Y | -8.6% | +361.7% | -370.2% | -33.1% |
| 3Y | +71.9% | +15.9% | +56.0% | +51.7% |
| 5Y | +50.0% | -66.2% | +116.2% | +46.7% |
| All | +170.2% | +16.0% | +154.2% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling