+110.6%
TLT vs CBRE
+2,234.5%
-2,123.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.1% |
| 7D | -0.4% | -2.0% | +1.5% | -0.5% |
| 30D | -0.6% | -2.2% | +1.6% | -0.7% |
| 3M | -2.7% | +12.9% | -15.6% | -2.0% |
| 6M | -5.6% | +4.3% | -9.9% | -5.3% |
| YTD | -2.8% | -8.0% | +5.3% | -3.1% |
| 1Y | -1.4% | -8.6% | +7.1% | -1.7% |
| 3Y | -1.6% | +71.9% | -73.5% | +2.4% |
| 5Y | -33.8% | +50.0% | -83.8% | -31.5% |
| 10Y | -21.1% | +390.1% | -411.2% | -9.3% |
| All | +110.6% | +2,234.5% | -2,123.8% | +166.2% |
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