+2,225.8%
CBRE vs BNS
+865.9%
+1,359.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.7% | -2.7% |
| 7D | -1.5% | +1.8% | -3.3% | -3.3% |
| 30D | -4.0% | +4.5% | -8.5% | -8.9% |
| 3M | +8.0% | +15.8% | -7.8% | -8.3% |
| 6M | +4.0% | +31.5% | -27.5% | -23.0% |
| YTD | -11.5% | +28.6% | -40.1% | -33.1% |
| 1Y | -13.0% | +48.2% | -61.2% | -43.4% |
| 3Y | +66.9% | +130.8% | -63.9% | -33.7% |
| 5Y | +45.0% | +94.9% | -49.8% | -32.3% |
| 10Y | +385.0% | +179.6% | +205.5% | +43.6% |
| All | +2,225.8% | +865.9% | +1,359.9% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling