+614.6%
CBRE vs BTG
+392.0%
+222.6%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | -2.2% | +36.8% | -39.0% | -4.8% |
| 3M | +12.9% | +23.1% | -10.2% | +10.7% |
| 6M | +4.3% | +3.5% | +0.8% | +3.3% |
| YTD | -8.0% | +25.5% | -33.5% | -10.4% |
| 1Y | -8.6% | +40.1% | -48.7% | -11.9% |
| 3Y | +71.9% | +101.1% | -29.2% | +59.2% |
| 5Y | +50.0% | +70.6% | -20.6% | +39.4% |
| 10Y | +390.1% | +152.1% | +237.9% | +321.8% |
| All | +614.6% | +392.0% | +222.6% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling