+35.5%
BN vs CBRE
+30.4%
+5.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.9% | +2.6% |
| 7D | +3.6% | +1.0% | +2.6% | +3.1% |
| 30D | +15.9% | +5.6% | +10.2% | +11.9% |
| 3M | -2.3% | -6.8% | +4.4% | +1.2% |
| 6M | -8.4% | -5.6% | -2.8% | -6.6% |
| YTD | -5.9% | -14.1% | +8.2% | +0.5% |
| 1Y | -5.6% | -9.5% | +3.9% | -2.8% |
| 3Y | +104.2% | +91.8% | +12.5% | +21.1% |
| 5Y | +35.5% | +30.3% | +5.2% | -1.8% |
| All | +35.5% | +30.4% | +5.1% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling