-23.4%
BITO vs CBRE
-6.2%
-17.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.0% |
| 7D | -1.9% | +14.1% | -16.0% | -4.9% |
| 30D | -6.7% | +9.0% | -15.8% | -8.6% |
| 3M | +23.1% | -6.6% | +29.6% | +24.4% |
| 6M | -2.0% | +0.8% | -2.8% | -2.2% |
| YTD | -11.4% | -12.2% | +0.9% | -8.7% |
| 1Y | -23.4% | -6.8% | -16.5% | -22.2% |
| All | -23.4% | -6.2% | -17.2% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling