+45.0%
CBRE vs BEN
+42.4%
+2.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -1.5% | +4.7% | -6.2% | -3.9% |
| 30D | -4.0% | +2.6% | -6.6% | -5.4% |
| 3M | +8.0% | +11.5% | -3.5% | +1.6% |
| 6M | +4.0% | +35.3% | -31.4% | -12.4% |
| YTD | -11.5% | +48.6% | -60.2% | -29.1% |
| 1Y | -13.0% | +46.7% | -59.7% | -30.0% |
| 3Y | +66.9% | +57.0% | +9.9% | +26.0% |
| 5Y | +45.0% | +41.8% | +3.2% | +11.7% |
| All | +45.0% | +42.4% | +2.7% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling