+449.7%
T vs CBRE
+2,039.6%
-1,589.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +1.0% | +5.2% | -4.1% | +0.2% |
| 30D | -10.6% | +6.2% | -16.8% | -11.5% |
| 3M | -7.7% | -8.1% | +0.4% | -6.6% |
| 6M | -13.3% | -6.6% | -6.7% | -12.6% |
| YTD | -8.8% | -15.7% | +7.0% | -7.1% |
| 1Y | -8.4% | -9.7% | +1.3% | -7.9% |
| 3Y | +59.6% | +80.4% | -20.8% | +41.3% |
| 5Y | +52.1% | +27.0% | +25.1% | +41.0% |
| 10Y | +56.9% | +412.9% | -356.0% | +14.5% |
| All | +449.7% | +2,039.6% | -1,589.9% | +190.4% |
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