+846.5%
CBRE vs BIDU
+1,407.1%
-560.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.8% |
| 7D | -2.0% | +2.4% | -4.4% | -2.7% |
| 30D | -2.2% | -10.5% | +8.3% | +0.8% |
| 3M | +12.9% | -26.2% | +39.1% | +22.6% |
| 6M | +4.3% | -16.4% | +20.7% | +8.0% |
| YTD | -8.0% | -23.9% | +15.8% | -2.7% |
| 1Y | -8.6% | +1.3% | -9.8% | -13.4% |
| 3Y | +71.9% | -32.1% | +104.0% | +75.8% |
| 5Y | +50.0% | -39.0% | +89.0% | +42.0% |
| 10Y | +390.1% | -44.0% | +434.1% | +317.3% |
| All | +846.5% | +1,407.1% | -560.6% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling