+256.1%
TPR vs CBRE
+26.4%
+229.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +14.2% | +5.2% | +9.0% | +10.7% |
| 30D | +17.1% | +6.2% | +10.9% | +12.8% |
| 3M | -17.7% | -8.1% | -9.6% | -14.7% |
| 6M | -10.2% | -6.6% | -3.5% | -8.4% |
| YTD | +4.9% | -15.7% | +20.6% | +11.8% |
| 1Y | +36.1% | -9.7% | +45.8% | +38.4% |
| 3Y | +416.5% | +80.4% | +336.1% | +210.5% |
| All | +256.1% | +26.4% | +229.8% | +171.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling