-6.8%
CBRE vs BNS
+52.0%
-58.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.2% | +2.7% |
| 7D | +14.1% | +2.0% | +12.1% | +13.0% |
| 30D | +9.0% | +7.8% | +1.3% | +5.6% |
| 3M | -6.6% | +11.7% | -18.2% | -10.7% |
| 6M | +0.8% | +28.2% | -27.5% | -10.8% |
| YTD | -12.2% | +34.8% | -47.0% | -23.3% |
| 1Y | -6.8% | +51.1% | -57.9% | -21.1% |
| All | -6.8% | +52.0% | -58.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling