+2,317.2%
CBRE vs BB
-58.9%
+2,376.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -5.6% | +3.7% | -0.7% |
| 30D | -2.2% | -11.8% | +9.6% | +0.2% |
| 3M | +12.9% | -25.5% | +38.4% | +18.0% |
| 6M | +4.3% | +121.3% | -117.0% | -16.7% |
| YTD | -8.0% | +103.2% | -111.2% | -25.1% |
| 1Y | -8.6% | +102.6% | -111.2% | -26.3% |
| 3Y | +71.9% | +37.5% | +34.4% | +40.8% |
| 5Y | +50.0% | -30.4% | +80.5% | +37.3% |
| 10Y | +390.1% | 0.0% | +390.1% | +200.4% |
| All | +2,317.2% | -58.9% | +2,376.0% | +2,084.2% |
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