-33.3%
TLT vs CBRE
+50.7%
-84.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -0.4% | -2.0% | +1.5% | -0.3% |
| 30D | -0.6% | -2.2% | +1.6% | -0.4% |
| 3M | -2.7% | +12.9% | -15.6% | -3.9% |
| 6M | -5.6% | +4.3% | -9.9% | -6.2% |
| YTD | -2.8% | -8.0% | +5.3% | -2.4% |
| 1Y | -1.4% | -8.6% | +7.1% | -1.1% |
| 3Y | -1.6% | +71.9% | -73.5% | -7.4% |
| All | -33.3% | +50.7% | -84.0% | -38.7% |
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