+25.3%
BIL vs CBRE
+378.3%
-353.1%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | 0.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.1% |
| 30D | +0.3% | -4.0% | +4.3% | +0.3% |
| 3M | +0.9% | +8.0% | -7.1% | +0.9% |
| 6M | +1.8% | +4.0% | -2.2% | +1.8% |
| YTD | +2.5% | -11.5% | +14.0% | +2.5% |
| 1Y | +3.7% | -13.0% | +16.7% | +3.7% |
| 3Y | +14.1% | +66.9% | -52.8% | +14.1% |
| 5Y | +19.4% | +45.0% | -25.6% | +19.4% |
| 10Y | +25.3% | +385.0% | -359.8% | +25.3% |
| All | +25.3% | +378.3% | -353.1% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling