+42.3%
CBRE vs BIDU
-42.3%
+84.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.7% |
| 7D | -1.7% | -2.4% | +0.8% | -1.3% |
| 30D | -3.0% | -16.0% | +13.0% | -0.5% |
| 3M | +2.6% | -24.0% | +26.6% | +6.7% |
| 6M | +2.0% | -24.9% | +26.9% | +5.7% |
| YTD | -13.1% | -29.6% | +16.4% | -9.3% |
| 1Y | -13.8% | -15.2% | +1.3% | -13.6% |
| 3Y | +63.9% | -32.2% | +96.0% | +66.8% |
| 5Y | +42.3% | -43.8% | +86.1% | +41.8% |
| All | +42.3% | -42.3% | +84.6% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 5y: compounded portfolio wealth divided by compounded BIDU 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…
5y analysis · Full analysis span regression · 6 months rolling