+911.5%
BE vs CBRE
+200.4%
+711.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.8% |
| 7D | +20.0% | -2.0% | +21.9% | +21.9% |
| 30D | +7.9% | -2.2% | +10.1% | +9.2% |
| 3M | -13.2% | +12.9% | -26.1% | -23.6% |
| 6M | +53.5% | +4.3% | +49.1% | +42.6% |
| YTD | +191.0% | -8.0% | +199.1% | +192.5% |
| 1Y | +360.5% | -8.6% | +369.1% | +361.8% |
| 3Y | +1,568.0% | +71.9% | +1,496.1% | +860.0% |
| 5Y | +1,055.2% | +50.0% | +1,005.2% | +645.1% |
| All | +911.5% | +200.4% | +711.1% | +211.9% |
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