-10.6%
BITO vs CBRE
+38.4%
-48.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.8% |
| 7D | -3.4% | -5.0% | +1.5% | -1.3% |
| 30D | +21.4% | -4.7% | +26.1% | +23.6% |
| 3M | +20.5% | +6.5% | +14.0% | +16.2% |
| 6M | +7.4% | +6.1% | +1.3% | +3.3% |
| YTD | -13.9% | -12.6% | -1.3% | -10.1% |
| 1Y | -35.1% | -15.3% | -19.8% | -31.4% |
| 3Y | +156.8% | +64.6% | +92.2% | +83.7% |
| All | -10.6% | +38.4% | -48.9% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling