+367.4%
BBY vs CBRE
+2,234.5%
-1,867.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.3% |
| 7D | +9.5% | -2.0% | +11.5% | +10.0% |
| 30D | +6.8% | -2.2% | +9.0% | +7.4% |
| 3M | +28.9% | +12.9% | +15.9% | +24.2% |
| 6M | +37.8% | +4.3% | +33.5% | +35.3% |
| YTD | +38.7% | -8.0% | +46.8% | +40.5% |
| 1Y | +23.7% | -8.6% | +32.3% | +25.4% |
| 3Y | +39.1% | +71.9% | -32.8% | +17.4% |
| 5Y | -0.4% | +50.0% | -50.4% | -13.3% |
| 10Y | +234.0% | +390.1% | -156.0% | +108.0% |
| All | +367.4% | +2,234.5% | -1,867.1% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling