+803.7%
CBRE vs BLDR
+370.3%
+433.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.0% | -0.4% |
| 7D | -2.8% | -8.2% | +5.4% | -0.3% |
| 30D | +2.2% | +16.3% | -14.1% | -2.9% |
| 3M | -10.1% | -17.0% | +6.9% | -5.3% |
| 6M | -8.0% | -17.4% | +9.4% | -4.2% |
| YTD | -17.6% | -41.6% | +24.0% | -5.6% |
| 1Y | -14.7% | -43.5% | +28.8% | -1.6% |
| 3Y | +80.4% | -51.6% | +132.0% | +109.4% |
| 5Y | +25.9% | -11.6% | +37.5% | +16.8% |
| 10Y | +379.5% | +480.9% | -101.3% | +127.6% |
| All | +803.7% | +370.3% | +433.4% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling