+86.3%
CBRE vs BOXX
+18.5%
+67.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -5.0% | +0.1% | -5.0% | -5.0% |
| 30D | -4.7% | +0.3% | -5.0% | -4.8% |
| 3M | +6.5% | +1.0% | +5.5% | +6.2% |
| 6M | +6.1% | +1.9% | +4.1% | +6.3% |
| YTD | -12.6% | +2.7% | -15.3% | -12.1% |
| 1Y | -15.3% | +4.0% | -19.3% | -14.6% |
| 3Y | +64.6% | +14.7% | +50.0% | +121.3% |
| All | +86.3% | +18.5% | +67.9% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 5y: compounded portfolio wealth divided by compounded BOXX 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…
5y analysis · Full analysis span regression · 6 months rolling