+392.5%
CBRE vs BNS
+188.9%
+203.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.3% |
| 7D | -5.0% | -0.4% | -4.6% | -4.6% |
| 30D | -4.7% | +3.5% | -8.1% | -7.6% |
| 3M | +6.5% | +14.1% | -7.5% | -4.8% |
| 6M | +6.1% | +33.8% | -27.7% | -16.8% |
| YTD | -12.6% | +29.5% | -42.1% | -29.7% |
| 1Y | -15.3% | +48.4% | -63.7% | -39.1% |
| 3Y | +64.6% | +129.6% | -65.0% | -18.7% |
| 5Y | +45.0% | +96.1% | -51.1% | -18.6% |
| All | +392.5% | +188.9% | +203.6% | +106.5% |
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