-18.4%
TSCO vs CBRE
+61.2%
-79.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -3.1% | -7.2% | +4.1% | -1.5% |
| 30D | -4.4% | -6.4% | +2.1% | -3.0% |
| 3M | +9.7% | +2.9% | +6.8% | +8.7% |
| 6M | -32.4% | +2.5% | -34.9% | -33.0% |
| YTD | -31.7% | -14.2% | -17.5% | -29.9% |
| 1Y | -41.3% | -15.1% | -26.1% | -39.7% |
| All | -18.4% | +61.2% | -79.6% | -35.6% |
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