+131.9%
BTI vs CBRE
+379.0%
-247.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +1.6% | -1.8% | +3.4% | +2.0% |
| 30D | +9.2% | +3.3% | +5.9% | +8.2% |
| 3M | +9.6% | -12.4% | +22.0% | +12.7% |
| 6M | -2.4% | -5.4% | +2.9% | -1.8% |
| YTD | +14.2% | -17.2% | +31.4% | +17.9% |
| 1Y | +20.3% | -13.1% | +33.4% | +22.5% |
| 3Y | +147.4% | +81.6% | +65.9% | +102.8% |
| 5Y | +155.4% | +26.4% | +129.0% | +126.0% |
| All | +131.9% | +379.0% | -247.1% | +46.9% |
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