+181.2%
TSCO vs CBRE
+407.4%
-226.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.0% |
| 7D | -5.7% | -5.0% | -0.7% | -4.4% |
| 30D | -8.8% | -4.7% | -4.1% | -7.7% |
| 3M | +6.3% | +6.5% | -0.2% | +4.2% |
| 6M | -32.3% | +6.1% | -38.3% | -33.7% |
| YTD | -32.7% | -12.6% | -20.1% | -31.1% |
| 1Y | -43.7% | -15.3% | -28.4% | -41.9% |
| 3Y | -19.7% | +64.6% | -84.3% | -32.5% |
| 5Y | -11.6% | +45.0% | -56.6% | -24.7% |
| All | +181.2% | +407.4% | -226.2% | +69.1% |
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