+18.8%
BX vs CBRE
+42.7%
-23.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.8% | -2.3% |
| 7D | -5.7% | -1.7% | -4.0% | -4.6% |
| 30D | -8.9% | -3.0% | -5.9% | -7.1% |
| 3M | +8.4% | +2.6% | +5.8% | +5.0% |
| 6M | +18.9% | +2.0% | +16.9% | +15.4% |
| YTD | -13.6% | -13.1% | -0.5% | -6.5% |
| 1Y | -22.4% | -13.8% | -8.6% | -15.6% |
| 3Y | +26.0% | +63.9% | -37.9% | -24.1% |
| 5Y | +18.8% | +42.3% | -23.5% | -20.4% |
| All | +18.8% | +42.7% | -23.9% | -20.4% |
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