-43.8%
TOST vs CBRE
+43.3%
-87.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +2.1% |
| 7D | +11.6% | +6.0% | +5.6% | +6.6% |
| 30D | +16.2% | +4.4% | +11.9% | +12.0% |
| 3M | +1.0% | -9.8% | +10.8% | +8.3% |
| 6M | +23.2% | -4.4% | +27.6% | +24.7% |
| YTD | -1.0% | -15.2% | +14.2% | +9.3% |
| 1Y | -9.9% | -9.1% | -0.7% | -6.5% |
| 3Y | +101.0% | +79.4% | +21.6% | +5.9% |
| 5Y | -40.4% | +27.8% | -68.2% | -58.6% |
| All | -43.8% | +43.3% | -87.1% | -64.2% |
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