+2,103.7%
CBRE vs BB
-51.2%
+2,154.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.3% |
| 7D | -0.5% | +11.6% | -12.1% | -3.0% |
| 30D | +3.1% | +2.6% | +0.5% | +1.8% |
| 3M | -6.4% | +3.5% | -9.9% | -8.3% |
| 6M | -7.9% | +43.5% | -51.4% | -18.6% |
| YTD | -16.2% | +141.2% | -157.3% | -35.0% |
| 1Y | -11.2% | +97.4% | -108.6% | -28.2% |
| 3Y | +83.4% | +151.1% | -67.7% | +30.6% |
| 5Y | +28.4% | -12.8% | +41.2% | +11.5% |
| 10Y | +386.8% | +27.5% | +359.3% | +178.4% |
| All | +2,103.7% | -51.2% | +2,154.8% | +1,796.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling