+320.5%
TMUS vs CBRE
+295.9%
+24.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | +0.1% | -2.0% | +2.1% | +0.5% |
| 30D | +5.3% | -2.2% | +7.4% | +5.7% |
| 3M | +3.1% | +12.9% | -9.8% | 0.0% |
| 6M | -16.5% | +4.3% | -20.8% | -17.8% |
| YTD | -9.2% | -8.0% | -1.1% | -8.6% |
| 1Y | -26.5% | -8.6% | -17.9% | -26.1% |
| 3Y | +39.0% | +71.9% | -32.9% | +17.5% |
| 5Y | +40.4% | +50.0% | -9.6% | +20.7% |
| 10Y | +303.7% | +390.1% | -86.4% | +148.7% |
| All | +320.5% | +295.9% | +24.6% | +126.6% |
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