+63.6%
CBRE vs BNS
+127.2%
-63.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | -1.7% | -1.3% | -0.4% | -0.9% |
| 30D | -3.0% | +4.0% | -7.0% | -5.2% |
| 3M | +2.6% | +13.8% | -11.2% | -5.2% |
| 6M | +2.0% | +32.7% | -30.7% | -14.2% |
| YTD | -13.1% | +27.6% | -40.7% | -25.1% |
| 1Y | -13.8% | +47.4% | -61.2% | -32.1% |
| All | +63.6% | +127.2% | -63.5% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling