+4.4%
CBRE vs BIYA
-99.9%
+104.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | +5.2% | -10.5% | +15.7% | +5.2% |
| 30D | +6.2% | -51.7% | +58.0% | +6.2% |
| 3M | -8.1% | -60.8% | +52.7% | -8.0% |
| 6M | -6.6% | -90.6% | +83.9% | -6.7% |
| YTD | -15.7% | -97.1% | +81.4% | -15.2% |
| 1Y | -9.7% | -99.1% | +89.4% | -8.2% |
| All | +4.4% | -99.9% | +104.3% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling