+2,317.2%
CBRE vs BEN
+323.4%
+1,993.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -3.7% |
| 7D | -2.0% | +0.2% | -2.2% | -2.3% |
| 30D | -2.2% | -0.5% | -1.6% | -1.9% |
| 3M | +12.9% | +9.7% | +3.2% | +3.2% |
| 6M | +4.3% | +33.9% | -29.6% | -21.1% |
| YTD | -8.0% | +49.0% | -57.0% | -36.9% |
| 1Y | -8.6% | +42.1% | -50.7% | -35.2% |
| 3Y | +71.9% | +51.9% | +20.0% | +6.5% |
| 5Y | +50.0% | +39.0% | +11.0% | -7.2% |
| 10Y | +390.1% | +57.9% | +332.2% | +109.4% |
| All | +2,317.2% | +323.4% | +1,993.8% | +493.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling