+64.6%
CBRE vs BRO
-7.6%
+72.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -5.0% | -7.3% | +2.4% | -3.2% |
| 30D | -4.7% | -6.9% | +2.2% | -2.9% |
| 3M | +6.5% | +10.7% | -4.1% | +4.2% |
| 6M | +6.1% | -2.7% | +8.7% | +6.4% |
| YTD | -12.6% | -16.3% | +3.7% | -9.4% |
| 1Y | -15.3% | -29.1% | +13.8% | -9.1% |
| 3Y | +64.6% | -7.8% | +72.4% | +71.2% |
| All | +64.6% | -7.6% | +72.2% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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