+117.0%
BTI vs CBRE
+39.8%
+77.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | -2.0% | -7.2% | +5.2% | -0.7% |
| 30D | -3.4% | -6.4% | +3.0% | -2.4% |
| 3M | -9.0% | +2.9% | -11.9% | -9.5% |
| 6M | -5.0% | +2.5% | -7.5% | -5.7% |
| YTD | -0.3% | -14.2% | +13.8% | +1.6% |
| 1Y | +3.1% | -15.1% | +18.3% | +5.2% |
| 3Y | +111.0% | +61.9% | +49.1% | +83.2% |
| 5Y | +117.0% | +42.4% | +74.6% | +87.5% |
| All | +117.0% | +39.8% | +77.3% | +87.5% |
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