+392.5%
CBRE vs BG
+166.7%
+225.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +2.4% |
| 7D | -5.0% | +3.1% | -8.1% | -6.0% |
| 30D | -4.7% | +10.2% | -14.9% | -7.9% |
| 3M | +6.5% | -1.7% | +8.2% | +6.2% |
| 6M | +6.1% | +1.0% | +5.1% | +4.2% |
| YTD | -12.6% | +39.9% | -52.5% | -23.9% |
| 1Y | -15.3% | +53.2% | -68.5% | -29.1% |
| 3Y | +64.6% | +16.3% | +48.3% | +49.6% |
| 5Y | +45.0% | +83.9% | -38.9% | +4.7% |
| All | +392.5% | +166.7% | +225.8% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling