+25.1%
BROS vs CBRE
+47.5%
-22.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | +0.9% |
| 7D | -0.9% | -1.5% | +0.6% | -0.3% |
| 30D | -13.5% | -4.0% | -9.5% | -11.6% |
| 3M | -18.4% | +8.0% | -26.4% | -23.0% |
| 6M | -10.6% | +4.0% | -14.6% | -14.1% |
| YTD | -25.1% | -11.5% | -13.5% | -20.7% |
| 1Y | -28.6% | -13.0% | -15.6% | -23.6% |
| 3Y | +65.6% | +66.9% | -1.3% | +10.0% |
| All | +25.1% | +47.5% | -22.4% | -14.2% |
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