+27.3%
CBRE vs BTG
+30.0%
-2.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -1.8% | -9.1% | +7.3% | -0.4% |
| 30D | +3.3% | -1.6% | +4.9% | +3.4% |
| 3M | -12.4% | -2.8% | -9.6% | -12.3% |
| 6M | -5.4% | -7.6% | +2.3% | -5.0% |
| YTD | -17.2% | +10.2% | -27.4% | -19.9% |
| 1Y | -13.1% | +21.3% | -34.3% | -17.2% |
| 3Y | +81.6% | +82.7% | -1.1% | +54.9% |
| All | +27.3% | +30.0% | -2.7% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling