-17.1%
TMUS vs CBRE
-11.8%
-5.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +8.2% | -4.6% | +12.8% | +8.3% |
| 30D | +13.4% | +3.0% | +10.4% | +13.3% |
| 3M | -3.0% | -8.7% | +5.7% | -3.5% |
| 6M | -8.8% | -7.9% | -0.9% | -10.2% |
| YTD | -13.8% | -16.3% | +2.5% | -18.0% |
| 1Y | -17.1% | -13.1% | -4.0% | -21.3% |
| All | -17.1% | -11.8% | -5.3% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling