-40.6%
TOST vs CBRE
+26.4%
-66.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | +9.4% | +5.2% | +4.3% | +5.1% |
| 30D | +13.5% | +6.2% | +7.3% | +7.8% |
| 3M | -0.1% | -8.1% | +8.0% | +5.5% |
| 6M | +22.5% | -6.6% | +29.1% | +26.6% |
| YTD | -2.4% | -15.7% | +13.4% | +8.4% |
| 1Y | -4.7% | -9.7% | +5.0% | -0.6% |
| 3Y | +103.2% | +80.4% | +22.8% | +4.7% |
| All | -40.6% | +26.4% | -66.9% | -58.4% |
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