+2,317.2%
CBRE vs BG
+416.6%
+1,900.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -2.0% | +2.8% | -4.8% | -3.5% |
| 30D | -2.2% | +12.0% | -14.2% | -7.9% |
| 3M | +12.9% | -7.7% | +20.6% | +15.8% |
| 6M | +4.3% | +4.5% | -0.2% | -0.4% |
| YTD | -8.0% | +35.7% | -43.7% | -23.5% |
| 1Y | -8.6% | +50.1% | -58.6% | -28.5% |
| 3Y | +71.9% | +12.6% | +59.3% | +49.6% |
| 5Y | +50.0% | +75.4% | -25.4% | -2.3% |
| 10Y | +390.1% | +150.5% | +239.6% | +133.4% |
| All | +2,317.2% | +416.6% | +1,900.6% | +926.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling