+203.4%
TGT vs CBRE
+398.3%
-194.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -5.0% | -7.2% | +2.2% | -2.8% |
| 30D | +3.0% | -6.4% | +9.5% | +5.1% |
| 3M | +22.6% | +2.9% | +19.7% | +21.2% |
| 6M | +31.2% | +2.5% | +28.7% | +29.3% |
| YTD | +63.7% | -14.2% | +77.9% | +69.0% |
| 1Y | +78.5% | -15.1% | +93.6% | +84.6% |
| 3Y | +40.5% | +61.9% | -21.4% | +17.2% |
| 5Y | -25.6% | +42.4% | -68.0% | -36.6% |
| All | +203.4% | +398.3% | -194.9% | +92.6% |
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