+3.0%
BX vs CBRE
+28.0%
-25.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.3% |
| 7D | -2.8% | -4.6% | +1.8% | +0.8% |
| 30D | +7.3% | +3.0% | +4.4% | +4.5% |
| 3M | -16.3% | -8.7% | -7.6% | -11.0% |
| 6M | +2.5% | -7.9% | +10.4% | +7.3% |
| YTD | -17.6% | -16.3% | -1.3% | -8.5% |
| 1Y | -12.4% | -13.1% | +0.7% | -5.9% |
| 3Y | +36.2% | +83.1% | -47.0% | -26.8% |
| 5Y | +3.0% | +27.7% | -24.7% | -27.0% |
| All | +3.0% | +28.0% | -25.1% | -27.0% |
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