+27.3%
CBRE vs BEN
+28.2%
-1.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -1.8% | +6.8% | -8.6% | -5.5% |
| 30D | +3.3% | +18.0% | -14.7% | -6.1% |
| 3M | -12.4% | +7.5% | -19.8% | -16.1% |
| 6M | -5.4% | +14.7% | -20.1% | -13.0% |
| YTD | -17.2% | +56.1% | -73.3% | -36.6% |
| 1Y | -13.1% | +69.6% | -82.7% | -36.5% |
| 3Y | +81.6% | +87.7% | -6.1% | +19.4% |
| All | +27.3% | +28.2% | -1.0% | +6.6% |
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