+23.8%
BTDR vs CBRE
+61.9%
-38.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.3% |
| 7D | +20.0% | -2.0% | +21.9% | +21.1% |
| 30D | +11.9% | -2.2% | +14.1% | +13.1% |
| 3M | -36.9% | +12.9% | -49.8% | -41.3% |
| 6M | +56.5% | +4.3% | +52.2% | +52.0% |
| YTD | +10.4% | -8.0% | +18.5% | +14.3% |
| 1Y | +3.1% | -8.6% | +11.6% | +6.6% |
| 3Y | -2.6% | +71.9% | -74.5% | -18.9% |
| 5Y | +25.2% | +50.0% | -24.8% | +4.3% |
| All | +23.8% | +61.9% | -38.1% | +6.3% |
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