+27.8%
CBRE vs BURL
-17.2%
+45.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +5.2% | +4.1% | +1.1% | +4.2% |
| 30D | +6.2% | -9.5% | +15.7% | +8.8% |
| 3M | -8.1% | -33.5% | +25.4% | +1.1% |
| 6M | -6.6% | -22.1% | +15.4% | -1.7% |
| YTD | -15.7% | -14.6% | -1.2% | -13.5% |
| 1Y | -9.7% | -8.4% | -1.3% | -9.3% |
| 3Y | +80.4% | +86.6% | -6.2% | +46.0% |
| All | +27.8% | -17.2% | +45.0% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling