+416.5%
TPR vs CBRE
+79.1%
+337.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +14.2% | +5.2% | +9.0% | +11.5% |
| 30D | +17.1% | +6.2% | +10.9% | +13.8% |
| 3M | -17.7% | -8.1% | -9.6% | -15.5% |
| 6M | -10.2% | -6.6% | -3.5% | -8.7% |
| YTD | +4.9% | -15.7% | +20.6% | +10.3% |
| 1Y | +36.1% | -9.7% | +45.8% | +37.8% |
| 3Y | +416.5% | +80.4% | +336.1% | +245.2% |
| All | +416.5% | +79.1% | +337.4% | +245.2% |
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