-25.0%
TGT vs CBRE
+42.7%
-67.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.5% |
| 7D | -3.6% | -1.7% | -1.9% | -3.0% |
| 30D | +4.4% | -3.0% | +7.4% | +5.5% |
| 3M | +25.4% | +2.6% | +22.7% | +23.5% |
| 6M | +33.4% | +2.0% | +31.4% | +30.8% |
| YTD | +65.6% | -13.1% | +78.7% | +71.7% |
| 1Y | +80.3% | -13.8% | +94.1% | +87.1% |
| 3Y | +42.1% | +63.9% | -21.7% | +5.3% |
| 5Y | -25.0% | +42.3% | -67.3% | -43.6% |
| All | -25.0% | +42.7% | -67.7% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling