+401.2%
CBRE vs BB
+2.1%
+399.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -1.7% | +1.8% | -3.5% | -2.0% |
| 30D | -3.0% | -12.2% | +9.3% | -1.3% |
| 3M | +2.6% | -12.3% | +15.0% | +3.2% |
| 6M | +2.0% | +122.7% | -120.7% | -12.8% |
| YTD | -13.1% | +104.5% | -117.6% | -24.7% |
| 1Y | -13.8% | +106.7% | -120.5% | -26.0% |
| 3Y | +63.9% | +70.0% | -6.1% | +38.4% |
| 5Y | +42.3% | -27.8% | +70.1% | +32.3% |
| 10Y | +401.2% | +2.4% | +398.8% | +221.1% |
| All | +401.2% | +2.1% | +399.1% | +221.1% |
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