+1,394.5%
TRV vs CBRE
+2,234.5%
-840.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -0.1% | -2.0% | +1.8% | +0.3% |
| 30D | -3.4% | -2.2% | -1.2% | -3.1% |
| 3M | +26.4% | +12.9% | +13.5% | +22.5% |
| 6M | +19.3% | +4.3% | +15.0% | +17.5% |
| YTD | +28.3% | -8.0% | +36.4% | +29.4% |
| 1Y | +34.3% | -8.6% | +42.8% | +35.4% |
| 3Y | +140.1% | +71.9% | +68.3% | +105.5% |
| 5Y | +155.7% | +50.0% | +105.7% | +122.5% |
| 10Y | +285.5% | +390.1% | -104.5% | +151.2% |
| All | +1,394.5% | +2,234.5% | -840.0% | +507.1% |
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 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