+692.6%
BDX vs CBRE
+2,001.9%
-1,309.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +2.9% | -1.8% | +4.7% | +3.1% |
| 30D | +15.4% | +3.3% | +12.1% | +14.9% |
| 3M | +20.5% | -12.4% | +32.9% | +22.2% |
| 6M | +53.2% | -5.4% | +58.5% | +53.9% |
| YTD | +45.7% | -17.2% | +62.9% | +48.1% |
| 1Y | +47.3% | -13.1% | +60.3% | +48.9% |
| 3Y | +25.1% | +81.6% | -56.5% | +15.8% |
| 5Y | +27.4% | +26.4% | +1.0% | +21.8% |
| 10Y | +95.4% | +381.6% | -286.3% | +59.2% |
| All | +692.6% | +2,001.9% | -1,309.3% | +408.6% |
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