+2,317.2%
CBRE vs TXT
+218.6%
+2,098.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.0% | -4.8% | +2.8% | +1.2% |
| 30D | -2.2% | -10.6% | +8.4% | +5.1% |
| 3M | +12.9% | -13.2% | +26.1% | +22.6% |
| 6M | +4.3% | -20.3% | +24.7% | +19.0% |
| YTD | -8.0% | -9.3% | +1.2% | -4.6% |
| 1Y | -8.6% | -2.7% | -5.9% | -9.8% |
| 3Y | +71.9% | +1.4% | +70.5% | +59.1% |
| 5Y | +50.0% | +9.6% | +40.5% | +28.3% |
| 10Y | +390.1% | +94.9% | +295.2% | +151.3% |
| All | +2,317.2% | +218.6% | +2,098.6% | +772.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling