+389.7%
TPR vs CBRE
+421.6%
-31.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.1% |
| 7D | +12.7% | +1.0% | +11.6% | +11.7% |
| 30D | +17.1% | +5.6% | +11.4% | +12.4% |
| 3M | -15.9% | -6.8% | -9.1% | -13.2% |
| 6M | +2.6% | -5.6% | +8.2% | +4.2% |
| YTD | +7.5% | -14.1% | +21.6% | +13.9% |
| 1Y | +32.9% | -9.5% | +42.4% | +35.3% |
| 3Y | +413.8% | +91.8% | +322.1% | +187.6% |
| 5Y | +263.9% | +30.3% | +233.5% | +167.8% |
| 10Y | +389.7% | +406.9% | -17.1% | +63.5% |
| All | +389.7% | +421.6% | -31.9% | +63.5% |
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