+848.9%
TRGP vs CBRE
+381.8%
+467.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.1% |
| 7D | -0.7% | -1.7% | +1.0% | +0.1% |
| 30D | +9.5% | -3.0% | +12.4% | +10.6% |
| 3M | +10.8% | +2.6% | +8.2% | +6.9% |
| 6M | +25.3% | +2.0% | +23.3% | +19.9% |
| YTD | +60.3% | -13.1% | +73.4% | +65.8% |
| 1Y | +84.6% | -13.8% | +98.4% | +91.0% |
| 3Y | +264.4% | +63.9% | +200.5% | +132.7% |
| 5Y | +636.6% | +42.3% | +594.2% | +397.7% |
| 10Y | +848.9% | +401.2% | +447.7% | +248.8% |
| All | +848.9% | +381.8% | +467.1% | +248.8% |
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