-45.4%
TOST vs CBRE
+41.5%
-86.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.1% |
| 7D | -3.6% | -4.6% | +1.0% | 0.0% |
| 30D | +8.9% | +3.0% | +5.9% | +6.1% |
| 3M | -2.2% | -8.7% | +6.5% | +4.0% |
| 6M | +41.0% | -7.9% | +48.9% | +47.1% |
| YTD | -4.0% | -16.3% | +12.3% | +7.1% |
| 1Y | -9.6% | -13.1% | +3.5% | -2.5% |
| 3Y | +141.7% | +83.1% | +58.5% | +24.1% |
| 5Y | -29.5% | +27.7% | -57.2% | -50.8% |
| All | -45.4% | +41.5% | -86.9% | -64.9% |
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