+18.4%
BTDR vs CBRE
+63.2%
-44.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -1.1% |
| 7D | +14.8% | -1.7% | +16.5% | +16.6% |
| 30D | +41.8% | -3.0% | +44.8% | +43.8% |
| 3M | -29.2% | +2.6% | -31.8% | -32.4% |
| 6M | +66.2% | +2.0% | +64.2% | +58.3% |
| YTD | +10.0% | -13.1% | +23.1% | +21.6% |
| 1Y | -11.0% | -13.8% | +2.9% | -1.7% |
| All | +18.4% | +63.2% | -44.7% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling