-10.8%
TTWO vs CBRE
-7.7%
-3.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -8.8% | -2.0% | -6.8% | -8.3% |
| 30D | -8.6% | -2.2% | -6.4% | -8.1% |
| 3M | -0.9% | +12.9% | -13.8% | -4.0% |
| 6M | -0.5% | +4.3% | -4.8% | -2.1% |
| YTD | -16.1% | -8.0% | -8.1% | -14.8% |
| 1Y | -10.8% | -8.6% | -2.2% | -8.2% |
| All | -10.8% | -7.7% | -3.1% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling