+35.9%
BAX vs CBRE
+3.3%
+32.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | -1.1% | -2.0% | +0.8% | +0.2% |
| 30D | -5.5% | -2.2% | -3.3% | -4.1% |
| 3M | +33.5% | +12.9% | +20.6% | +22.8% |
| 6M | +35.9% | +4.3% | +31.5% | +29.5% |
| All | +35.9% | +3.3% | +32.6% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling