-53.2%
TE vs CBRE
+144.1%
-197.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -4.0% | -2.0% | -2.0% | -3.2% |
| 30D | -15.9% | -2.2% | -13.7% | -15.3% |
| 3M | -60.5% | +12.9% | -73.5% | -62.7% |
| 6M | -35.2% | +4.3% | -39.5% | -37.0% |
| YTD | -31.1% | -8.0% | -23.1% | -30.3% |
| 1Y | +148.6% | -8.6% | +157.2% | +151.4% |
| 3Y | -26.4% | +71.9% | -98.3% | -40.2% |
| 5Y | -48.0% | +50.0% | -98.0% | -57.7% |
| All | -53.2% | +144.1% | -197.2% | -62.1% |
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