+507.2%
CBRE vs BURL
+1,021.0%
-513.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.7% | -3.6% | +1.9% |
| 7D | +14.1% | +10.4% | +3.7% | +10.8% |
| 30D | +9.0% | -4.9% | +14.0% | +10.6% |
| 3M | -6.6% | -29.8% | +23.2% | +3.0% |
| 6M | +0.8% | -16.5% | +17.2% | +4.9% |
| YTD | -12.2% | -10.5% | -1.7% | -10.7% |
| 1Y | -6.8% | -5.3% | -1.5% | -7.4% |
| 3Y | +85.6% | +95.1% | -9.4% | +41.9% |
| 5Y | +33.9% | -12.1% | +46.0% | +24.6% |
| 10Y | +434.1% | +273.2% | +160.9% | +236.2% |
| All | +507.2% | +1,021.0% | -513.8% | +245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling