-10.4%
TSCO vs CBRE
+43.6%
-54.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 6M | -32.3% | +6.1% | -38.3% | -33.7% |
| YTD | -32.7% | -12.6% | -20.1% | -31.0% |
| 1Y | -43.7% | -15.3% | -28.4% | -41.8% |
| 3Y | -19.7% | +64.6% | -84.3% | -34.9% |
| All | -10.4% | +43.6% | -54.0% | -27.3% |
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