+80.4%
CBRE vs TXT
+7.8%
+72.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | +5.2% | -2.5% | +7.7% | +6.1% |
| 30D | +6.2% | +14.4% | -8.2% | +1.4% |
| 3M | -8.1% | -4.9% | -3.2% | -6.8% |
| 6M | -6.6% | -10.2% | +3.6% | -3.9% |
| YTD | -15.7% | -4.1% | -11.6% | -16.2% |
| 1Y | -9.7% | +4.0% | -13.6% | -13.0% |
| 3Y | +80.4% | +8.0% | +72.4% | +61.2% |
| All | +80.4% | +7.8% | +72.6% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling