+406.9%
CBRE vs TXT
+115.3%
+291.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.3% | +0.7% |
| 7D | +1.0% | -3.5% | +4.6% | +3.0% |
| 30D | +5.6% | +15.2% | -9.5% | -2.4% |
| 3M | -6.8% | -4.5% | -2.3% | -4.7% |
| 6M | -5.6% | -6.1% | +0.5% | -3.3% |
| YTD | -14.1% | -2.0% | -12.1% | -15.3% |
| 1Y | -9.5% | +4.2% | -13.7% | -13.8% |
| 3Y | +91.8% | +14.4% | +77.4% | +67.3% |
| 5Y | +30.3% | +12.3% | +18.0% | +12.5% |
| 10Y | +406.9% | +101.8% | +305.0% | +176.8% |
| All | +406.9% | +115.3% | +291.5% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling