+967.7%
BX vs CBRE
+286.0%
+681.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -4.4% | -2.0% | -2.4% | -3.7% |
| 30D | +0.1% | -2.2% | +2.3% | +0.8% |
| 3M | +16.0% | +12.9% | +3.1% | +10.1% |
| 6M | +21.6% | +4.3% | +17.3% | +19.2% |
| YTD | -8.9% | -8.0% | -0.8% | -6.6% |
| 1Y | -16.6% | -8.6% | -8.1% | -14.3% |
| 3Y | +43.3% | +71.9% | -28.5% | +14.8% |
| 5Y | +25.7% | +50.0% | -24.3% | +7.7% |
| 10Y | +689.5% | +390.1% | +299.4% | +326.4% |
| All | +967.7% | +286.0% | +681.7% | +348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling