-78.3%
TE vs CBRE
+122.2%
-200.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -22.0% | -4.6% | -17.4% | -20.5% |
| 30D | -33.6% | +3.0% | -36.6% | -34.3% |
| 3M | -61.1% | -8.7% | -52.3% | -59.9% |
| 6M | -64.7% | -7.9% | -56.8% | -64.2% |
| YTD | -68.1% | -16.3% | -51.8% | -66.7% |
| 1Y | -51.7% | -13.1% | -38.6% | -50.3% |
| 3Y | +42.0% | +83.1% | -41.1% | +13.8% |
| 5Y | -80.8% | +27.7% | -108.5% | -83.9% |
| All | -78.3% | +122.2% | -200.5% | -81.9% |
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