-35.1%
BITO vs CBRE
-14.0%
-21.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | -3.4% | -5.0% | +1.5% | -2.5% |
| 30D | +21.4% | -4.7% | +26.1% | +22.2% |
| 3M | +20.5% | +6.5% | +14.0% | +18.7% |
| 6M | +7.4% | +6.1% | +1.3% | +6.1% |
| YTD | -13.9% | -12.6% | -1.3% | -11.5% |
| 1Y | -35.1% | -15.3% | -19.8% | -33.8% |
| All | -35.1% | -14.0% | -21.1% | -33.8% |
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