-37.1%
BAX vs CBRE
+378.3%
-415.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -2.6% |
| 7D | -2.4% | -1.5% | -0.9% | -2.0% |
| 30D | -9.7% | -4.0% | -5.7% | -8.7% |
| 3M | +29.3% | +8.0% | +21.2% | +26.4% |
| 6M | +40.7% | +4.0% | +36.7% | +39.0% |
| YTD | +30.3% | -11.5% | +41.8% | +34.8% |
| 1Y | +3.4% | -13.0% | +16.4% | +7.5% |
| 3Y | -32.0% | +66.9% | -98.9% | -41.4% |
| 5Y | -66.9% | +45.0% | -111.9% | -71.0% |
| 10Y | -37.1% | +385.0% | -422.1% | -58.0% |
| All | -37.1% | +378.3% | -415.4% | -58.0% |
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