-8.9%
TOST vs CBRE
-9.3%
+0.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.7% |
| 7D | +4.0% | +1.0% | +3.0% | +3.5% |
| 30D | +11.1% | +5.6% | +5.4% | +8.0% |
| 3M | +0.8% | -6.8% | +7.6% | +3.7% |
| 6M | +38.8% | -5.6% | +44.4% | +42.3% |
| YTD | -2.1% | -14.1% | +12.0% | +4.6% |
| All | -8.9% | -9.3% | +0.4% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling