+318.5%
TPR vs CBRE
+397.8%
-79.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -2.3% | -2.0% | -0.3% | -1.2% |
| 30D | -23.0% | -2.2% | -20.8% | -22.6% |
| 3M | -12.5% | +12.9% | -25.4% | -20.6% |
| 6M | -21.4% | +4.3% | -25.7% | -25.3% |
| YTD | -3.5% | -8.0% | +4.5% | -1.8% |
| 1Y | +17.4% | -8.6% | +25.9% | +19.4% |
| 3Y | +291.3% | +71.9% | +219.4% | +140.2% |
| 5Y | +241.9% | +50.0% | +191.9% | +129.1% |
| All | +318.5% | +397.8% | -79.3% | +36.6% |
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