-33.9%
BAX vs CBRE
+421.6%
-455.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.8% |
| 7D | +9.0% | +1.0% | +8.0% | +8.7% |
| 30D | +8.5% | +5.6% | +2.8% | +6.4% |
| 3M | -4.1% | -6.8% | +2.7% | -2.4% |
| 6M | +46.9% | -5.6% | +52.5% | +49.0% |
| YTD | +38.4% | -14.1% | +52.5% | +44.1% |
| 1Y | +47.0% | -9.5% | +56.5% | +50.9% |
| 3Y | -14.9% | +91.8% | -106.7% | -29.2% |
| 5Y | -62.5% | +30.3% | -92.8% | -66.3% |
| 10Y | -33.9% | +406.9% | -440.8% | -54.0% |
| All | -33.9% | +421.6% | -455.5% | -54.0% |
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