+1,537.2%
TRV vs CBRE
+2,001.9%
-464.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.0% | -1.8% | +3.8% | +2.4% |
| 30D | +6.7% | +3.3% | +3.4% | +5.8% |
| 3M | +9.4% | -12.4% | +21.7% | +12.4% |
| 6M | +37.7% | -5.4% | +43.1% | +38.6% |
| YTD | +40.6% | -17.2% | +57.8% | +44.9% |
| 1Y | +42.4% | -13.1% | +55.5% | +45.1% |
| 3Y | +148.1% | +81.6% | +66.6% | +109.5% |
| 5Y | +181.7% | +26.4% | +155.3% | +154.6% |
| 10Y | +352.6% | +381.6% | -29.0% | +196.2% |
| All | +1,537.2% | +2,001.9% | -464.7% | +579.9% |
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