+614.3%
CBRE vs BAH
+1,056.2%
-441.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.9% |
| 7D | +5.2% | -3.5% | +8.7% | +6.5% |
| 30D | +6.2% | +24.3% | -18.0% | -1.9% |
| 3M | -8.1% | +16.3% | -24.4% | -13.3% |
| 6M | -6.6% | +13.6% | -20.2% | -12.0% |
| YTD | -15.7% | +3.5% | -19.2% | -18.5% |
| 1Y | -9.7% | +2.7% | -12.4% | -12.7% |
| 3Y | +80.4% | -26.6% | +107.0% | +86.7% |
| 5Y | +27.0% | +8.5% | +18.5% | +8.8% |
| 10Y | +412.9% | +225.1% | +187.8% | +178.5% |
| All | +614.3% | +1,056.2% | -441.9% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling