+81.6%
CBRE vs BAH
-26.8%
+108.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.8% | +1.7% | -3.5% | -2.1% |
| 30D | +3.3% | +20.8% | -17.5% | -0.5% |
| 3M | -12.4% | +11.6% | -23.9% | -14.4% |
| 6M | -5.4% | +23.1% | -28.5% | -9.7% |
| YTD | -17.2% | +5.3% | -22.5% | -18.7% |
| 1Y | -13.1% | +6.1% | -19.2% | -14.9% |
| 3Y | +81.6% | -27.5% | +109.1% | +84.9% |
| All | +81.6% | -26.8% | +108.4% | +84.9% |
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