+356.2%
TPR vs CBRE
+379.0%
-22.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -0.3% | -1.8% | +1.5% | +0.9% |
| 30D | +15.1% | +3.3% | +11.8% | +12.1% |
| 3M | +3.5% | -12.4% | +15.9% | +12.1% |
| 6M | +0.4% | -5.4% | +5.8% | +1.7% |
| YTD | +4.6% | -17.2% | +21.8% | +13.6% |
| 1Y | +33.1% | -13.1% | +46.2% | +39.3% |
| 3Y | +396.0% | +81.6% | +314.4% | +188.5% |
| 5Y | +230.3% | +26.4% | +203.8% | +147.9% |
| All | +356.2% | +379.0% | -22.8% | +60.9% |
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