+366.6%
CBRE vs BG
+111.0%
+255.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -0.1% |
| 7D | -1.8% | +2.6% | -4.3% | -2.5% |
| 30D | +3.3% | -6.7% | +10.0% | +5.4% |
| 3M | -12.4% | -9.3% | -3.1% | -10.3% |
| 6M | -5.4% | -18.3% | +13.0% | -0.4% |
| YTD | -17.2% | +16.2% | -33.4% | -23.9% |
| 1Y | -13.1% | +7.6% | -20.7% | -17.9% |
| 3Y | +81.6% | +6.6% | +75.0% | +67.5% |
| 5Y | +26.4% | +22.2% | +4.2% | +6.2% |
| All | +366.6% | +111.0% | +255.6% | +164.4% |
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