+118.6%
BAX vs CBRE
+2,234.5%
-2,115.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -1.1% | -2.0% | +0.8% | -0.9% |
| 30D | -5.5% | -2.2% | -3.3% | -5.2% |
| 3M | +33.5% | +12.9% | +20.6% | +31.4% |
| 6M | +35.9% | +4.3% | +31.5% | +35.1% |
| YTD | +35.4% | -8.0% | +43.4% | +37.0% |
| 1Y | +9.8% | -8.6% | +18.3% | +11.2% |
| 3Y | -32.7% | +71.9% | -104.6% | -37.5% |
| 5Y | -65.6% | +50.0% | -115.6% | -67.7% |
| 10Y | -34.9% | +390.1% | -425.0% | -47.7% |
| All | +118.6% | +2,234.5% | -2,115.9% | +35.8% |
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