+22.6%
BROS vs CBRE
+44.8%
-22.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -0.9% |
| 7D | -6.6% | -1.7% | -4.9% | -5.8% |
| 30D | -12.3% | -3.0% | -9.4% | -11.1% |
| 3M | -22.2% | +2.6% | -24.8% | -24.1% |
| 6M | -14.3% | +2.0% | -16.3% | -16.6% |
| YTD | -26.6% | -13.1% | -13.4% | -21.3% |
| 1Y | -31.5% | -13.8% | -17.7% | -26.2% |
| 3Y | +62.3% | +63.9% | -1.6% | +9.1% |
| All | +22.6% | +44.8% | -22.2% | -14.9% |
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 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