+545.3%
T vs CBRE
+2,234.5%
-1,689.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -1.3% | -2.0% | +0.7% | -1.0% |
| 30D | +11.4% | -2.2% | +13.6% | +11.7% |
| 3M | +14.3% | +12.9% | +1.4% | +11.9% |
| 6M | -9.3% | +4.3% | -13.6% | -10.2% |
| YTD | +7.1% | -8.0% | +15.2% | +7.6% |
| 1Y | -9.1% | -8.6% | -0.5% | -8.7% |
| 3Y | +105.3% | +71.9% | +33.5% | +83.2% |
| 5Y | +66.8% | +50.0% | +16.8% | +50.6% |
| 10Y | +66.8% | +390.1% | -323.3% | +22.4% |
| All | +545.3% | +2,234.5% | -1,689.1% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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