+40.9%
TTWO vs CBRE
+39.8%
+1.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.1% |
| 7D | +1.3% | -7.2% | +8.5% | +3.7% |
| 30D | -13.4% | -6.4% | -7.0% | -11.7% |
| 3M | +3.1% | +2.9% | +0.2% | +1.8% |
| 6M | +3.8% | +2.5% | +1.2% | +2.1% |
| YTD | -15.3% | -14.2% | -1.1% | -12.0% |
| 1Y | -11.1% | -15.1% | +4.0% | -7.6% |
| 3Y | +52.0% | +61.9% | -9.9% | +21.9% |
| 5Y | +40.9% | +42.4% | -1.5% | +14.8% |
| All | +40.9% | +39.8% | +1.2% | +14.8% |
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