+391.8%
BAC vs CBRE
+378.3%
+13.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.6% |
| 7D | +1.2% | -1.5% | +2.7% | +1.9% |
| 30D | -0.7% | -4.0% | +3.3% | +1.0% |
| 3M | +16.9% | +8.0% | +8.9% | +10.8% |
| 6M | +29.6% | +4.0% | +25.6% | +24.7% |
| YTD | +15.3% | -11.5% | +26.8% | +20.1% |
| 1Y | +28.8% | -13.0% | +41.8% | +35.1% |
| 3Y | +136.4% | +66.9% | +69.5% | +61.9% |
| 5Y | +72.9% | +45.0% | +27.9% | +25.7% |
| 10Y | +391.8% | +385.0% | +6.7% | +70.9% |
| All | +391.8% | +378.3% | +13.4% | +70.9% |
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