+158.5%
TRV vs CBRE
+39.8%
+118.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -1.5% | -7.2% | +5.8% | +0.1% |
| 30D | -1.8% | -6.4% | +4.6% | -0.6% |
| 3M | +21.6% | +2.9% | +18.6% | +20.4% |
| 6M | +22.5% | +2.5% | +19.9% | +21.1% |
| YTD | +28.1% | -14.2% | +42.3% | +31.1% |
| 1Y | +37.0% | -15.1% | +52.2% | +40.3% |
| 3Y | +141.9% | +61.9% | +80.0% | +109.0% |
| 5Y | +158.5% | +42.4% | +116.1% | +128.1% |
| All | +158.5% | +39.8% | +118.8% | +128.1% |
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 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