-6.8%
CBRE vs BEN
+56.2%
-63.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.5% | +1.5% |
| 7D | +14.1% | +6.7% | +7.3% | +10.0% |
| 30D | +9.0% | +3.0% | +6.0% | +7.1% |
| 3M | -6.6% | -4.3% | -2.2% | -4.8% |
| 6M | +0.8% | +16.4% | -15.6% | -8.1% |
| YTD | -12.2% | +46.8% | -59.0% | -28.2% |
| 1Y | -6.8% | +57.3% | -64.2% | -25.7% |
| All | -6.8% | +56.2% | -63.1% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling