+80.8%
CBRE vs BEN
+85.5%
-4.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -2.8% | +11.3% | -14.1% | -7.9% |
| 30D | +2.2% | +15.0% | -12.8% | -4.6% |
| 3M | -10.1% | +7.8% | -17.9% | -13.5% |
| 6M | -8.0% | +15.5% | -23.5% | -14.6% |
| YTD | -17.6% | +55.4% | -73.0% | -33.7% |
| 1Y | -14.7% | +63.3% | -78.0% | -33.0% |
| All | +80.8% | +85.5% | -4.8% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling