-27.3%
BX vs CBRE
-14.0%
-13.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.6% | +1.6% |
| 7D | -5.6% | -5.0% | -0.6% | -3.2% |
| 30D | -12.2% | -4.7% | -7.6% | -10.3% |
| 3M | +7.4% | +6.5% | +0.9% | +3.4% |
| 6M | +22.2% | +6.1% | +16.1% | +18.0% |
| YTD | -14.0% | -12.6% | -1.4% | -11.1% |
| 1Y | -27.3% | -15.3% | -12.0% | -23.8% |
| All | -27.3% | -14.0% | -13.3% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling