+501.1%
TGT vs CBRE
+2,001.9%
-1,500.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.6% | -1.8% | +4.4% | +3.1% |
| 30D | +4.7% | +3.3% | +1.4% | +3.9% |
| 3M | +4.6% | -12.4% | +16.9% | +7.6% |
| 6M | +34.9% | -5.4% | +40.2% | +36.0% |
| YTD | +70.9% | -17.2% | +88.1% | +76.4% |
| 1Y | +84.4% | -13.1% | +97.4% | +88.1% |
| 3Y | +69.1% | +81.6% | -12.4% | +45.3% |
| 5Y | -26.9% | +26.4% | -53.4% | -32.4% |
| 10Y | +207.6% | +381.6% | -174.0% | +105.1% |
| All | +501.1% | +2,001.9% | -1,500.8% | +165.3% |
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