-9.1%
BITO vs CBRE
+40.1%
-49.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -0.2% |
| 7D | +1.5% | -1.5% | +3.1% | +2.3% |
| 30D | +20.0% | -4.0% | +24.0% | +21.8% |
| 3M | +22.8% | +8.0% | +14.7% | +17.6% |
| 6M | +13.1% | +4.0% | +9.1% | +9.8% |
| YTD | -12.5% | -11.5% | -0.9% | -9.1% |
| 1Y | -32.6% | -13.0% | -19.6% | -29.7% |
| 3Y | +151.0% | +66.9% | +84.2% | +78.4% |
| All | -9.1% | +40.1% | -49.2% | -29.5% |
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