-1.5%
TSCO vs CBRE
+82.7%
-84.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +0.3% | -1.8% | +2.0% | +0.7% |
| 30D | +11.3% | +3.3% | +8.0% | +10.4% |
| 3M | +1.5% | -12.4% | +13.8% | +4.2% |
| 6M | +24.0% | -5.4% | +29.3% | +24.8% |
| YTD | -25.7% | -17.2% | -8.5% | -23.4% |
| 1Y | -33.6% | -13.1% | -20.5% | -32.5% |
| 3Y | -1.5% | +81.6% | -83.1% | -27.9% |
| All | -1.5% | +82.7% | -84.3% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling