+392.5%
CBRE vs BTG
+159.3%
+233.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.8% |
| 7D | -5.0% | -3.8% | -1.2% | -4.7% |
| 30D | -4.7% | +3.6% | -8.3% | -4.9% |
| 3M | +6.5% | +32.0% | -25.5% | +4.4% |
| 6M | +6.1% | +3.4% | +2.7% | +5.3% |
| YTD | -12.6% | +20.8% | -33.4% | -14.2% |
| 1Y | -15.3% | +22.4% | -37.7% | -17.1% |
| 3Y | +64.6% | +91.7% | -27.1% | +55.7% |
| 5Y | +45.0% | +79.0% | -34.0% | +37.3% |
| All | +392.5% | +159.3% | +233.2% | +372.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling