+39.5%
BKNG vs CBRE
+64.1%
-24.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.9% |
| 7D | -10.0% | -5.0% | -5.1% | -8.3% |
| 30D | -18.1% | -4.7% | -13.4% | -16.6% |
| 3M | +6.3% | +6.5% | -0.2% | +4.1% |
| 6M | +0.8% | +6.1% | -5.2% | -1.3% |
| YTD | -18.4% | -12.6% | -5.8% | -15.5% |
| 1Y | -20.4% | -15.3% | -5.1% | -16.8% |
| 3Y | +39.5% | +64.6% | -25.1% | +20.0% |
| All | +39.5% | +64.1% | -24.6% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling