+661.1%
BX vs CBRE
+407.4%
+253.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.6% | +1.3% |
| 7D | -5.6% | -5.0% | -0.6% | -2.5% |
| 30D | -12.2% | -4.7% | -7.6% | -9.7% |
| 3M | +7.4% | +6.5% | +0.9% | +2.3% |
| 6M | +22.2% | +6.1% | +16.1% | +16.6% |
| YTD | -14.0% | -12.6% | -1.4% | -8.2% |
| 1Y | -27.3% | -15.3% | -12.0% | -20.9% |
| 3Y | +24.5% | +64.6% | -40.1% | -12.7% |
| 5Y | +18.9% | +45.0% | -26.1% | -9.8% |
| All | +661.1% | +407.4% | +253.6% | +197.3% |
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 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