+87.4%
BAC vs CBRE
+79.1%
+8.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.2% | +5.2% | -6.3% | -2.9% |
| 30D | -7.7% | +6.2% | -13.9% | -9.8% |
| 3M | -21.2% | -8.1% | -13.1% | -19.2% |
| 6M | -6.8% | -6.6% | -0.2% | -5.4% |
| YTD | -8.7% | -15.7% | +7.0% | -4.3% |
| 1Y | -5.3% | -9.7% | +4.4% | -3.7% |
| 3Y | +87.4% | +80.4% | +7.1% | +31.5% |
| All | +87.4% | +79.1% | +8.4% | +31.5% |
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 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