+94.8%
BAC vs CBRE
+2,039.6%
-1,944.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.2% | +5.2% | -6.3% | -3.7% |
| 30D | -7.7% | +6.2% | -13.9% | -10.7% |
| 3M | -21.2% | -8.1% | -13.1% | -18.7% |
| 6M | -6.8% | -6.6% | -0.2% | -5.3% |
| YTD | -8.7% | -15.7% | +7.0% | -3.6% |
| 1Y | -5.3% | -9.7% | +4.4% | -3.4% |
| 3Y | +87.4% | +80.4% | +7.1% | +33.1% |
| 5Y | +18.9% | +27.0% | -8.1% | -1.4% |
| 10Y | +273.3% | +412.9% | -139.6% | +53.9% |
| All | +94.8% | +2,039.6% | -1,944.9% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling