+2,241.1%
TRGP vs CBRE
+557.7%
+1,683.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +12.4% | -1.8% | +14.1% | +13.3% |
| 30D | +2.6% | +3.3% | -0.7% | -0.1% |
| 3M | +11.9% | -12.4% | +24.2% | +17.6% |
| 6M | +13.9% | -5.4% | +19.3% | +13.4% |
| YTD | +64.2% | -17.2% | +81.4% | +71.4% |
| 1Y | +78.5% | -13.1% | +91.6% | +81.2% |
| 3Y | +272.9% | +81.6% | +191.4% | +142.3% |
| 5Y | +510.7% | +26.4% | +484.3% | +371.5% |
| 10Y | +821.0% | +381.6% | +439.3% | +276.7% |
| All | +2,241.1% | +557.7% | +1,683.4% | +794.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling