+507.9%
TGT vs CBRE
+2,234.5%
-1,726.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +0.8% | -2.0% | +2.7% | +1.2% |
| 30D | +12.2% | -2.2% | +14.4% | +12.6% |
| 3M | +33.8% | +12.9% | +20.9% | +30.0% |
| 6M | +39.3% | +4.3% | +35.0% | +37.3% |
| YTD | +72.9% | -8.0% | +80.9% | +74.3% |
| 1Y | +84.6% | -8.6% | +93.1% | +86.2% |
| 3Y | +46.2% | +71.9% | -25.7% | +27.0% |
| 5Y | -21.3% | +50.0% | -71.4% | -29.9% |
| 10Y | +213.5% | +390.1% | -176.5% | +107.8% |
| All | +507.9% | +2,234.5% | -1,726.6% | +162.2% |
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