+289.2%
BN vs CBRE
+388.5%
-99.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | +0.1% |
| 7D | +4.3% | -0.5% | +4.8% | +4.7% |
| 30D | +14.3% | +3.1% | +11.2% | +12.2% |
| 3M | -4.1% | -6.4% | +2.3% | -1.0% |
| 6M | -9.7% | -7.9% | -1.8% | -6.6% |
| YTD | -7.1% | -16.2% | +9.0% | +0.1% |
| 1Y | -7.4% | -11.2% | +3.8% | -3.7% |
| 3Y | +102.3% | +83.4% | +18.9% | +34.8% |
| 5Y | +35.9% | +28.4% | +7.5% | +9.3% |
| 10Y | +289.2% | +386.8% | -97.6% | +70.6% |
| All | +289.2% | +388.5% | -99.4% | +70.6% |
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