+314.5%
CBRE vs BR
+1,321.0%
-1,006.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +2.1% |
| 7D | -2.0% | -5.3% | +3.3% | +2.4% |
| 30D | -2.2% | +6.4% | -8.6% | -7.3% |
| 3M | +12.9% | +13.6% | -0.7% | +0.7% |
| 6M | +4.3% | -6.7% | +11.0% | +7.7% |
| YTD | -8.0% | -21.1% | +13.0% | +8.1% |
| 1Y | -8.6% | -29.6% | +21.0% | +18.0% |
| 3Y | +71.9% | -2.4% | +74.3% | +65.5% |
| 5Y | +50.0% | +11.2% | +38.8% | +25.2% |
| 10Y | +390.1% | +191.8% | +198.3% | +56.2% |
| All | +314.5% | +1,321.0% | -1,006.5% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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