+30.3%
BIL vs CBRE
+319.3%
-289.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | +0.3% | -2.2% | +2.5% | +0.3% |
| 3M | +0.9% | +12.9% | -12.0% | +1.0% |
| 6M | +1.8% | +4.3% | -2.5% | +1.8% |
| YTD | +2.4% | -8.0% | +10.5% | +2.4% |
| 1Y | +3.7% | -8.6% | +12.3% | +3.7% |
| 3Y | +14.2% | +71.9% | -57.7% | +14.2% |
| 5Y | +19.4% | +50.0% | -30.6% | +19.5% |
| 10Y | +25.2% | +390.1% | -364.8% | +25.4% |
| All | +30.3% | +319.3% | -289.0% | +30.5% |
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