+302.0%
TRV vs CBRE
+407.4%
-105.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.5% |
| 7D | +1.9% | -5.0% | +6.9% | +3.6% |
| 30D | +1.7% | -4.7% | +6.4% | +3.1% |
| 3M | +23.9% | +6.5% | +17.4% | +20.7% |
| 6M | +26.3% | +6.1% | +20.2% | +22.8% |
| YTD | +30.8% | -12.6% | +43.4% | +34.4% |
| 1Y | +36.3% | -15.3% | +51.6% | +41.3% |
| 3Y | +145.0% | +64.6% | +80.4% | +94.5% |
| 5Y | +163.9% | +45.0% | +118.9% | +114.1% |
| All | +302.0% | +407.4% | -105.4% | +113.1% |
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