+28.1%
BA vs CBRE
+421.6%
-393.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.8% |
| 7D | -1.7% | +1.0% | -2.8% | -2.4% |
| 30D | -9.5% | +5.6% | -15.1% | -12.8% |
| 3M | -26.5% | -6.8% | -19.7% | -24.0% |
| 6M | -27.4% | -5.6% | -21.8% | -26.0% |
| YTD | -20.6% | -14.1% | -6.5% | -15.8% |
| 1Y | -11.4% | -9.5% | -1.9% | -9.5% |
| 3Y | -10.8% | +91.8% | -102.6% | -48.1% |
| 5Y | -21.9% | +30.3% | -52.3% | -42.0% |
| 10Y | +28.1% | +406.9% | -378.7% | -55.5% |
| All | +28.1% | +421.6% | -393.4% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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