+7.6%
CBRE vs BIYA
-99.8%
+107.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -1.7% | +2.7% | -4.4% | -1.7% |
| 30D | -3.0% | -16.7% | +13.7% | -2.9% |
| 3M | +2.6% | -74.6% | +77.3% | +2.6% |
| 6M | +2.0% | -85.4% | +87.4% | +2.0% |
| YTD | -13.1% | -94.2% | +81.1% | -12.6% |
| 1Y | -13.8% | -98.6% | +84.7% | -12.2% |
| All | +7.6% | -99.8% | +107.4% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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