+27.8%
CBRE vs TXT
+7.8%
+20.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.3% |
| 7D | +5.2% | -2.5% | +7.7% | +6.5% |
| 30D | +6.2% | +14.4% | -8.2% | -0.3% |
| 3M | -8.1% | -4.9% | -3.2% | -6.2% |
| 6M | -6.6% | -10.2% | +3.6% | -2.8% |
| YTD | -15.7% | -4.1% | -11.6% | -16.1% |
| 1Y | -9.7% | +4.0% | -13.6% | -13.7% |
| 3Y | +80.4% | +8.0% | +72.4% | +62.0% |
| All | +27.8% | +7.8% | +20.1% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling