+385.0%
CBRE vs BAH
+182.5%
+202.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.8% | -3.5% |
| 7D | -1.5% | -4.3% | +2.8% | 0.0% |
| 30D | -4.0% | -4.5% | +0.5% | -2.5% |
| 3M | +8.0% | -7.6% | +15.6% | +10.3% |
| 6M | +4.0% | -10.6% | +14.6% | +6.6% |
| YTD | -11.5% | -12.6% | +1.0% | -8.8% |
| 1Y | -13.0% | -27.0% | +14.0% | -5.3% |
| 3Y | +66.9% | -31.5% | +98.4% | +74.1% |
| 5Y | +45.0% | -3.8% | +48.9% | +25.5% |
| 10Y | +385.0% | +183.9% | +201.1% | +171.3% |
| All | +385.0% | +182.5% | +202.5% | +171.3% |
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