+386.8%
CBRE vs BB
+28.9%
+357.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.3% |
| 7D | -0.5% | +11.6% | -12.1% | -2.2% |
| 30D | +3.1% | +2.6% | +0.5% | +2.3% |
| 3M | -6.4% | +3.5% | -9.9% | -7.6% |
| 6M | -7.9% | +43.5% | -51.4% | -15.2% |
| YTD | -16.2% | +141.2% | -157.3% | -29.5% |
| 1Y | -11.2% | +97.4% | -108.6% | -23.1% |
| 3Y | +83.4% | +151.1% | -67.7% | +46.0% |
| 5Y | +28.4% | -12.8% | +41.2% | +15.9% |
| 10Y | +386.8% | +27.5% | +359.3% | +215.6% |
| All | +386.8% | +28.9% | +357.9% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling