+433.9%
BTSG vs CBRE
+61.7%
+372.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.4% | +0.8% |
| 7D | -3.3% | -5.0% | +1.7% | -1.6% |
| 30D | -1.6% | -4.7% | +3.1% | -0.2% |
| 3M | -6.9% | +6.5% | -13.4% | -9.5% |
| 6M | +42.1% | +6.1% | +36.0% | +37.5% |
| YTD | +56.8% | -12.6% | +69.4% | +62.7% |
| 1Y | +109.8% | -15.3% | +125.1% | +120.3% |
| All | +433.9% | +61.7% | +372.2% | +389.7% |
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