+386.9%
CBRE vs BLDR
+518.5%
-131.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.2% |
| 7D | -4.6% | -10.3% | +5.7% | -1.0% |
| 30D | +3.0% | +19.6% | -16.6% | -4.0% |
| 3M | -8.7% | -17.0% | +8.3% | -3.3% |
| 6M | -7.9% | -16.7% | +8.9% | -3.9% |
| YTD | -16.3% | -39.4% | +23.1% | -3.5% |
| 1Y | -13.1% | -41.7% | +28.6% | +1.2% |
| 3Y | +83.1% | -49.9% | +133.0% | +112.5% |
| 5Y | +27.7% | -7.6% | +35.3% | +11.1% |
| 10Y | +386.9% | +502.3% | -115.4% | +94.7% |
| All | +386.9% | +518.5% | -131.5% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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