+299.4%
TPR vs CBRE
+72.5%
+226.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -2.3% | -2.0% | -0.3% | -1.5% |
| 30D | -23.0% | -2.2% | -20.8% | -22.6% |
| 3M | -12.5% | +12.9% | -25.4% | -17.8% |
| 6M | -21.4% | +4.3% | -25.7% | -23.8% |
| YTD | -3.5% | -8.0% | +4.5% | -1.9% |
| 1Y | +17.4% | -8.6% | +25.9% | +19.4% |
| All | +299.4% | +72.5% | +226.9% | +186.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling