-16.8%
CBRE vs BG
+55.7%
-72.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.1% |
| 7D | -7.2% | +3.7% | -10.9% | -6.9% |
| 30D | -6.4% | +12.3% | -18.8% | -5.5% |
| 3M | +2.9% | -2.2% | +5.1% | +3.7% |
| 6M | +2.5% | +5.3% | -2.8% | +3.2% |
| YTD | -14.2% | +42.4% | -56.6% | -16.5% |
| All | -16.8% | +55.7% | -72.5% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling