-10.3%
TSCO vs CBRE
+26.1%
-36.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +0.3% | -1.8% | +2.0% | +0.8% |
| 30D | +11.3% | +3.3% | +8.0% | +10.2% |
| 3M | +1.5% | -12.4% | +13.8% | +4.9% |
| 6M | +24.0% | -5.4% | +29.3% | +24.9% |
| YTD | -25.7% | -17.2% | -8.5% | -22.8% |
| 1Y | -33.6% | -13.1% | -20.5% | -32.1% |
| 3Y | -1.5% | +81.6% | -83.1% | -23.1% |
| All | -10.3% | +26.1% | -36.4% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling