+679.4%
CBRE vs BAH
+886.2%
-206.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -2.0% | -3.2% | +1.3% | -0.8% |
| 30D | -2.2% | +2.0% | -4.2% | -2.9% |
| 3M | +12.9% | -7.6% | +20.5% | +15.4% |
| 6M | +4.3% | -5.7% | +10.0% | +4.9% |
| YTD | -8.0% | -11.7% | +3.7% | -5.5% |
| 1Y | -8.6% | -27.4% | +18.8% | 0.0% |
| 3Y | +71.9% | -32.5% | +104.4% | +83.0% |
| 5Y | +50.0% | -3.3% | +53.3% | +33.5% |
| 10Y | +390.1% | +186.0% | +204.1% | +179.1% |
| All | +679.4% | +886.2% | -206.8% | +152.3% |
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 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