-20.7%
TLT vs CBRE
+378.3%
-399.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | -0.1% |
| 7D | +0.4% | -1.5% | +1.9% | +0.4% |
| 30D | -0.3% | -4.0% | +3.7% | -0.4% |
| 3M | -1.7% | +8.0% | -9.7% | -1.5% |
| 6M | -4.9% | +4.0% | -8.9% | -4.7% |
| YTD | -2.8% | -11.5% | +8.7% | -3.1% |
| 1Y | -4.2% | -13.0% | +8.8% | -4.5% |
| 3Y | -1.1% | +66.9% | -68.0% | +2.2% |
| 5Y | -33.7% | +45.0% | -78.8% | -32.3% |
| 10Y | -20.7% | +385.0% | -405.7% | -5.9% |
| All | -20.7% | +378.3% | -399.0% | -5.9% |
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