+383.3%
TPR vs CBRE
+388.5%
-5.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +1.3% |
| 7D | +12.1% | -0.5% | +12.6% | +12.2% |
| 30D | +16.7% | +3.1% | +13.6% | +13.8% |
| 3M | -17.4% | -6.4% | -11.0% | -15.0% |
| 6M | +2.3% | -7.9% | +10.2% | +5.5% |
| YTD | +7.1% | -16.2% | +23.3% | +15.4% |
| 1Y | +29.5% | -11.2% | +40.7% | +33.5% |
| 3Y | +415.0% | +83.4% | +331.6% | +197.6% |
| 5Y | +261.5% | +28.4% | +233.0% | +168.4% |
| 10Y | +383.3% | +386.8% | -3.5% | +65.4% |
| All | +383.3% | +388.5% | -5.2% | +65.4% |
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 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