-16.3%
TMUS vs CBRE
-9.3%
-7.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.2% | +4.1% |
| 7D | +5.3% | +1.0% | +4.3% | +5.3% |
| 30D | +13.5% | +5.6% | +7.9% | +13.4% |
| 3M | -4.2% | -6.8% | +2.5% | -4.8% |
| 6M | -11.9% | -5.6% | -6.3% | -13.3% |
| YTD | -15.6% | -14.1% | -1.5% | -19.7% |
| All | -16.3% | -9.3% | -7.0% | -21.2% |
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 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