-16.2%
BA vs CBRE
+82.7%
-98.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -1.1% | -1.8% | +0.7% | -0.6% |
| 30D | -7.1% | +3.3% | -10.4% | -8.3% |
| 3M | -25.5% | -12.4% | -13.2% | -22.7% |
| 6M | -28.7% | -5.4% | -23.4% | -27.8% |
| YTD | -21.0% | -17.2% | -3.8% | -17.3% |
| 1Y | -11.9% | -13.1% | +1.2% | -9.4% |
| 3Y | -16.2% | +81.6% | -97.7% | -25.8% |
| All | -16.2% | +82.7% | -98.9% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling