-79.9%
TE vs CBRE
+118.8%
-198.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.5% | -6.0% | -7.0% |
| 7D | -13.6% | -2.8% | -10.8% | -12.7% |
| 30D | -37.7% | +2.2% | -39.9% | -38.1% |
| 3M | -59.8% | -10.1% | -49.7% | -58.4% |
| 6M | -66.3% | -8.0% | -58.3% | -65.8% |
| YTD | -70.5% | -17.6% | -52.9% | -69.0% |
| 1Y | -48.8% | -14.7% | -34.1% | -47.0% |
| 3Y | +31.3% | +80.4% | -49.0% | +5.9% |
| 5Y | -82.0% | +25.9% | -107.9% | -84.8% |
| All | -79.9% | +118.8% | -198.7% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling