-12.5%
TLT vs CBRE
+421.6%
-434.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | +0.1% |
| 7D | +0.3% | +1.0% | -0.8% | +0.3% |
| 30D | +5.1% | +5.6% | -0.5% | +5.3% |
| 3M | -0.2% | -6.8% | +6.6% | -0.4% |
| 6M | -2.9% | -5.6% | +2.7% | -3.0% |
| YTD | -2.7% | -14.1% | +11.4% | -3.1% |
| 1Y | -4.6% | -9.5% | +4.9% | -4.8% |
| 3Y | +6.1% | +91.8% | -85.7% | +11.2% |
| 5Y | -35.1% | +30.3% | -65.5% | -34.4% |
| 10Y | -12.5% | +406.9% | -419.3% | +6.9% |
| All | -12.5% | +421.6% | -434.1% | +6.9% |
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