+401.7%
CBRE vs BURL
+258.4%
+143.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.4% | -2.4% |
| 7D | +6.0% | +3.5% | +2.6% | +4.9% |
| 30D | +4.4% | -9.3% | +13.6% | +7.6% |
| 3M | -9.8% | -32.1% | +22.3% | +1.3% |
| 6M | -4.4% | -19.8% | +15.4% | +1.2% |
| YTD | -15.2% | -13.2% | -2.0% | -12.8% |
| 1Y | -9.1% | -7.8% | -1.3% | -9.1% |
| 3Y | +79.4% | +89.3% | -9.9% | +34.1% |
| 5Y | +27.8% | -15.8% | +43.6% | +20.8% |
| All | +401.7% | +258.4% | +143.3% | +203.9% |
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