+233.0%
BAC vs CBRE
+387.8%
-154.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | +0.1% |
| 7D | -1.9% | -4.6% | +2.8% | +0.7% |
| 30D | -7.2% | +3.0% | -10.1% | -9.1% |
| 3M | -20.4% | -8.7% | -11.7% | -17.2% |
| 6M | +1.3% | -7.9% | +9.2% | +3.9% |
| YTD | -6.4% | -16.3% | +9.9% | -0.1% |
| 1Y | -3.5% | -13.1% | +9.6% | +0.7% |
| 3Y | +96.7% | +83.1% | +13.6% | +26.1% |
| 5Y | +20.6% | +27.7% | -7.1% | -6.1% |
| 10Y | +233.0% | +386.9% | -153.9% | +15.2% |
| All | +233.0% | +387.8% | -154.7% | +15.2% |
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