+2,493.1%
BN vs CBRE
+2,081.6%
+411.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.9% | +3.2% |
| 7D | +3.6% | +1.0% | +2.6% | +3.4% |
| 30D | +15.9% | +5.6% | +10.2% | +13.9% |
| 3M | -2.3% | -6.8% | +4.4% | -0.4% |
| 6M | -8.4% | -5.6% | -2.8% | -7.3% |
| YTD | -5.9% | -14.1% | +8.2% | -2.4% |
| 1Y | -5.6% | -9.5% | +3.9% | -3.6% |
| 3Y | +104.2% | +91.8% | +12.5% | +65.9% |
| 5Y | +35.5% | +30.3% | +5.2% | +23.6% |
| 10Y | +285.2% | +406.9% | -121.6% | +139.7% |
| All | +2,493.1% | +2,081.6% | +411.5% | +805.9% |
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