+396.6%
CBRE vs BURL
+215.5%
+181.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.4% |
| 7D | -2.0% | -2.8% | +0.8% | -1.1% |
| 30D | -2.2% | -28.2% | +26.0% | +8.2% |
| 3M | +12.9% | -17.6% | +30.5% | +19.4% |
| 6M | +4.3% | -11.8% | +16.1% | +7.1% |
| YTD | -8.0% | -8.1% | +0.1% | -6.9% |
| 1Y | -8.6% | -12.0% | +3.4% | -7.2% |
| 3Y | +71.9% | +63.3% | +8.6% | +35.6% |
| 5Y | +50.0% | -10.8% | +60.8% | +39.1% |
| All | +396.6% | +215.5% | +181.2% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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