+264.7%
BN vs CBRE
+381.8%
-117.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -0.9% |
| 7D | -3.0% | -1.7% | -1.3% | -2.1% |
| 30D | -13.0% | -3.0% | -10.0% | -11.8% |
| 3M | -15.2% | +2.6% | -17.9% | -17.2% |
| 6M | -5.9% | +2.0% | -7.9% | -8.1% |
| YTD | -15.8% | -13.1% | -2.7% | -10.8% |
| 1Y | -12.2% | -13.8% | +1.6% | -6.7% |
| 3Y | +72.2% | +63.9% | +8.3% | +23.0% |
| 5Y | +33.2% | +42.3% | -9.1% | +1.6% |
| 10Y | +264.7% | +401.2% | -136.5% | +55.7% |
| All | +264.7% | +381.8% | -117.1% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling