+43.4%
CBRE vs BRO
+17.6%
+25.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -5.0% | -7.3% | +2.4% | -2.0% |
| 30D | -4.7% | -6.9% | +2.2% | -1.8% |
| 3M | +6.5% | +10.7% | -4.1% | +2.0% |
| 6M | +6.1% | -2.7% | +8.7% | +6.5% |
| YTD | -12.6% | -16.3% | +3.7% | -6.8% |
| 1Y | -15.3% | -29.1% | +13.8% | -3.2% |
| 3Y | +64.6% | -7.8% | +72.4% | +58.2% |
| All | +43.4% | +17.6% | +25.7% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling