+366.6%
CBRE vs BNS
+187.6%
+179.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -1.8% | +0.9% | -2.7% | -2.5% |
| 30D | +3.3% | +2.8% | +0.5% | +1.2% |
| 3M | -12.4% | +3.0% | -15.4% | -14.7% |
| 6M | -5.4% | +23.3% | -28.6% | -20.6% |
| YTD | -17.2% | +29.3% | -46.5% | -33.4% |
| 1Y | -13.1% | +41.7% | -54.8% | -35.2% |
| 3Y | +81.6% | +147.7% | -66.2% | -15.9% |
| 5Y | +26.4% | +79.4% | -52.9% | -23.6% |
| All | +366.6% | +187.6% | +179.0% | +97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling