+91.8%
CBRE vs BB
+145.9%
-54.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +1.4% |
| 7D | +1.0% | +15.0% | -13.9% | -0.5% |
| 30D | +5.6% | +3.5% | +2.2% | +4.9% |
| 3M | -6.8% | +2.7% | -9.4% | -7.6% |
| 6M | -5.6% | +44.7% | -50.3% | -12.4% |
| YTD | -14.1% | +143.3% | -157.3% | -26.9% |
| 1Y | -9.5% | +102.2% | -111.7% | -21.1% |
| 3Y | +91.8% | +156.1% | -64.3% | +48.8% |
| All | +91.8% | +145.9% | -54.1% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling