+76.4%
BND vs CBRE
+333.7%
-257.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.1% | -2.0% | +1.8% | -0.2% |
| 30D | -0.4% | -2.2% | +1.8% | -0.4% |
| 3M | -0.6% | +12.9% | -13.5% | -0.5% |
| 6M | -1.4% | +4.3% | -5.8% | -1.4% |
| YTD | -0.2% | -8.0% | +7.8% | -0.3% |
| 1Y | +1.3% | -8.6% | +9.8% | +1.2% |
| 3Y | +13.2% | +71.9% | -58.7% | +13.8% |
| 5Y | -1.6% | +50.0% | -51.6% | -1.1% |
| 10Y | +15.5% | +390.1% | -374.6% | +18.5% |
| All | +76.4% | +333.7% | -257.3% | +83.6% |
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 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