+73.1%
BAC vs CBRE
+42.7%
+30.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +1.3% |
| 7D | +0.6% | -1.7% | +2.3% | +1.3% |
| 30D | -1.4% | -3.0% | +1.6% | -0.4% |
| 3M | +15.7% | +2.6% | +13.1% | +13.3% |
| 6M | +32.2% | +2.0% | +30.2% | +29.2% |
| YTD | +15.8% | -13.1% | +28.9% | +21.2% |
| 1Y | +27.3% | -13.8% | +41.1% | +33.4% |
| 3Y | +137.5% | +63.9% | +73.6% | +69.6% |
| 5Y | +73.1% | +42.3% | +30.7% | +28.5% |
| All | +73.1% | +42.7% | +30.4% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling