+289.9%
BKR vs CBRE
+2,105.5%
-1,815.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -1.5% | -1.7% | +0.1% | -1.1% |
| 30D | -0.7% | -3.0% | +2.3% | 0.0% |
| 3M | +0.5% | +2.6% | -2.1% | -1.0% |
| 6M | +6.6% | +2.0% | +4.6% | +4.8% |
| YTD | +41.3% | -13.1% | +54.4% | +44.8% |
| 1Y | +42.2% | -13.8% | +56.0% | +45.9% |
| 3Y | +83.4% | +63.9% | +19.6% | +51.0% |
| 5Y | +203.6% | +42.3% | +161.3% | +157.0% |
| 10Y | +139.9% | +401.2% | -261.2% | +40.1% |
| All | +289.9% | +2,105.5% | -1,815.6% | +17.0% |
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