+118.2%
BAX vs CBRE
+2,039.6%
-1,921.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | +12.1% | +5.2% | +7.0% | +11.4% |
| 30D | +7.6% | +6.2% | +1.4% | +6.6% |
| 3M | -4.5% | -8.1% | +3.6% | -3.5% |
| 6M | +52.0% | -6.6% | +58.7% | +53.3% |
| YTD | +35.1% | -15.7% | +50.9% | +38.3% |
| 1Y | +43.7% | -9.7% | +53.4% | +45.7% |
| 3Y | -20.9% | +80.4% | -101.3% | -26.8% |
| 5Y | -63.5% | +27.0% | -90.6% | -65.1% |
| 10Y | -36.0% | +412.9% | -448.9% | -48.6% |
| All | +118.2% | +2,039.6% | -1,921.4% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling