+51.8%
TMUS vs CBRE
+26.1%
+25.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | +4.9% | -1.8% | +6.7% | +5.2% |
| 30D | +7.7% | +3.3% | +4.4% | +7.1% |
| 3M | -6.8% | -12.4% | +5.6% | -5.0% |
| 6M | -9.7% | -5.4% | -4.3% | -9.2% |
| YTD | -15.0% | -17.2% | +2.3% | -13.3% |
| 1Y | -19.1% | -13.1% | -6.0% | -18.4% |
| 3Y | +21.4% | +81.6% | -60.1% | +1.6% |
| All | +51.8% | +26.1% | +25.7% | +38.0% |
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