+866.0%
BX vs CBRE
+251.4%
+614.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -2.8% | -4.6% | +1.8% | -0.9% |
| 30D | +7.3% | +3.0% | +4.4% | +5.9% |
| 3M | -16.3% | -8.7% | -7.6% | -13.3% |
| 6M | +2.5% | -7.9% | +10.4% | +5.4% |
| YTD | -17.6% | -16.3% | -1.3% | -12.3% |
| 1Y | -12.4% | -13.1% | +0.7% | -8.2% |
| 3Y | +36.2% | +83.1% | -47.0% | +6.5% |
| 5Y | +3.0% | +27.7% | -24.7% | -6.1% |
| 10Y | +680.0% | +386.9% | +293.1% | +325.0% |
| All | +866.0% | +251.4% | +614.6% | +320.7% |
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