-20.3%
BROS vs CBRE
-6.2%
-14.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.8% |
| 7D | +2.5% | +14.1% | -11.6% | -3.3% |
| 30D | +15.1% | +9.0% | +6.0% | +10.5% |
| 3M | -31.4% | -6.6% | -24.8% | -29.4% |
| 6M | -22.6% | +0.8% | -23.4% | -23.2% |
| YTD | -28.1% | -12.2% | -15.9% | -25.2% |
| 1Y | -20.3% | -6.8% | -13.4% | -22.9% |
| All | -20.3% | -6.2% | -14.1% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling