-18.3%
TE vs CBRE
+67.4%
-85.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.8% | +13.8% | +11.9% |
| 7D | +18.2% | -1.5% | +19.7% | +18.9% |
| 30D | -13.5% | -4.0% | -9.5% | -11.9% |
| 3M | -44.6% | +8.0% | -52.6% | -48.3% |
| 6M | -24.7% | +4.0% | -28.7% | -28.4% |
| YTD | -24.3% | -11.5% | -12.7% | -21.2% |
| 1Y | +155.6% | -13.0% | +168.6% | +166.7% |
| 3Y | -18.3% | +66.9% | -85.1% | -57.0% |
| All | -18.3% | +67.4% | -85.7% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling