+406.9%
CBRE vs BAH
+218.8%
+188.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.4% |
| 7D | +1.0% | -1.5% | +2.5% | +1.5% |
| 30D | +5.6% | +17.3% | -11.6% | 0.0% |
| 3M | -6.8% | +14.9% | -21.6% | -11.3% |
| 6M | -5.6% | +14.2% | -19.8% | -10.8% |
| YTD | -14.1% | +5.1% | -19.2% | -17.1% |
| 1Y | -9.5% | +2.1% | -11.6% | -12.1% |
| 3Y | +91.8% | -26.0% | +117.8% | +96.8% |
| 5Y | +30.3% | +9.0% | +21.4% | +9.2% |
| 10Y | +406.9% | +208.8% | +198.1% | +190.7% |
| All | +406.9% | +218.8% | +188.1% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling