+30.8%
BIL vs CBRE
+291.9%
-261.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | 0.0% |
| 7D | +0.1% | +1.0% | -1.0% | +0.1% |
| 30D | 0.0% | +5.6% | -5.7% | 0.0% |
| 3M | +0.6% | -6.8% | +7.4% | +0.6% |
| 6M | +1.5% | -5.6% | +7.1% | +1.5% |
| YTD | +2.8% | -14.1% | +16.8% | +2.8% |
| 1Y | +3.3% | -9.5% | +12.8% | +3.3% |
| 3Y | +13.4% | +91.8% | -78.4% | +13.5% |
| 5Y | +19.8% | +30.3% | -10.5% | +19.9% |
| 10Y | +25.6% | +406.9% | -381.2% | +25.8% |
| All | +30.8% | +291.9% | -261.1% | +30.9% |
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