+42.0%
TMUS vs CBRE
+50.7%
-8.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | +0.1% | -2.0% | +2.1% | +0.4% |
| 30D | +5.3% | -2.2% | +7.4% | +5.5% |
| 3M | +3.1% | +12.9% | -9.8% | +1.0% |
| 6M | -16.5% | +4.3% | -20.8% | -17.4% |
| YTD | -9.2% | -8.0% | -1.1% | -8.8% |
| 1Y | -26.5% | -8.6% | -17.9% | -26.2% |
| 3Y | +39.0% | +71.9% | -32.9% | +19.1% |
| All | +42.0% | +50.7% | -8.8% | +22.5% |
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