+635.8%
BX vs CBRE
+379.0%
+256.8%
-49.3%
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% | +1.1% |
| 7D | +0.6% | -1.8% | +2.3% | +1.8% |
| 30D | +14.2% | +3.3% | +10.9% | +11.5% |
| 3M | -18.7% | -12.4% | -6.4% | -12.1% |
| 6M | +2.5% | -5.4% | +7.8% | +4.8% |
| YTD | -18.8% | -17.2% | -1.6% | -10.5% |
| 1Y | -10.3% | -13.1% | +2.8% | -4.4% |
| 3Y | +35.4% | +81.6% | -46.2% | -11.1% |
| 5Y | +0.3% | +26.4% | -26.2% | -18.0% |
| All | +635.8% | +379.0% | +256.8% | +188.7% |
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