+73.9%
CBRE vs BAH
-32.4%
+106.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -2.0% | -3.2% | +1.3% | -1.4% |
| 30D | -2.2% | +2.0% | -4.2% | -2.5% |
| 3M | +12.9% | -7.6% | +20.5% | +14.2% |
| 6M | +4.3% | -5.7% | +10.0% | +4.7% |
| YTD | -8.0% | -11.7% | +3.7% | -6.4% |
| 1Y | -8.6% | -27.4% | +18.8% | -4.7% |
| All | +73.9% | -32.4% | +106.3% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling