+16,257.0%
BKNG vs CBRE
+2,105.5%
+14,151.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.3% |
| 7D | -13.1% | -1.7% | -11.4% | -12.7% |
| 30D | -18.5% | -3.0% | -15.6% | -17.8% |
| 3M | +5.8% | +2.6% | +3.1% | +5.0% |
| 6M | -2.1% | +2.0% | -4.1% | -2.8% |
| YTD | -18.6% | -13.1% | -5.5% | -15.8% |
| 1Y | -21.7% | -13.8% | -7.8% | -18.8% |
| 3Y | +40.9% | +63.9% | -23.0% | +20.0% |
| 5Y | +91.0% | +42.3% | +48.6% | +69.0% |
| 10Y | +213.2% | +401.2% | -188.0% | +96.7% |
| All | +16,257.0% | +2,105.5% | +14,151.6% | +5,574.0% |
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 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