-9.0%
CBRE vs BURL
-9.4%
+0.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.3% | +1.1% |
| 7D | +1.0% | +7.7% | -6.7% | -0.5% |
| 30D | +5.6% | -7.1% | +12.8% | +6.8% |
| 3M | -6.8% | -30.3% | +23.5% | -1.3% |
| 6M | -5.6% | -15.5% | +10.0% | -3.5% |
| YTD | -14.1% | -11.0% | -3.1% | -12.2% |
| All | -9.0% | -9.4% | +0.5% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling