-45.7%
TOST vs CBRE
+55.4%
-101.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | -3.4% | -2.0% | -1.4% | -2.0% |
| 30D | -2.4% | -2.2% | -0.3% | -1.4% |
| 3M | +34.6% | +12.9% | +21.7% | +20.7% |
| 6M | +15.2% | +4.3% | +10.9% | +9.3% |
| YTD | -4.4% | -8.0% | +3.7% | -0.4% |
| 1Y | -17.4% | -8.6% | -8.9% | -13.8% |
| 3Y | +54.5% | +71.9% | -17.4% | -13.2% |
| All | -45.7% | +55.4% | -101.1% | -67.4% |
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 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