-20.9%
BAX vs CBRE
+79.1%
-100.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.8% |
| 7D | +12.1% | +5.2% | +7.0% | +9.6% |
| 30D | +7.6% | +6.2% | +1.4% | +4.2% |
| 3M | -4.5% | -8.1% | +3.6% | -1.2% |
| 6M | +52.0% | -6.6% | +58.7% | +55.8% |
| YTD | +35.1% | -15.7% | +50.9% | +43.6% |
| 1Y | +43.7% | -9.7% | +53.4% | +48.5% |
| 3Y | -20.9% | +80.4% | -101.3% | -38.5% |
| All | -20.9% | +79.1% | -100.0% | -38.5% |
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