-63.9%
BAX vs CBRE
+26.4%
-90.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.8% |
| 7D | +12.1% | +5.2% | +7.0% | +10.0% |
| 30D | +7.6% | +6.2% | +1.4% | +4.8% |
| 3M | -4.5% | -8.1% | +3.6% | -1.8% |
| 6M | +52.0% | -6.6% | +58.7% | +55.3% |
| YTD | +35.1% | -15.7% | +50.9% | +42.7% |
| 1Y | +43.7% | -9.7% | +53.4% | +48.2% |
| 3Y | -20.9% | +80.4% | -101.3% | -34.8% |
| All | -63.9% | +26.4% | -90.2% | -68.6% |
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