-44.8%
TOST vs CBRE
+41.7%
-86.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +1.2% |
| 7D | +3.0% | -0.5% | +3.5% | +3.3% |
| 30D | +10.3% | +3.1% | +7.2% | +7.3% |
| 3M | -3.3% | -6.4% | +3.1% | +0.7% |
| 6M | +37.8% | -7.9% | +45.7% | +43.8% |
| YTD | -2.8% | -16.2% | +13.4% | +8.3% |
| 1Y | -9.6% | -11.2% | +1.6% | -4.4% |
| 3Y | +144.6% | +83.4% | +61.2% | +25.5% |
| 5Y | -31.0% | +28.4% | -59.4% | -52.0% |
| All | -44.8% | +41.7% | -86.5% | -64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling