+69.2%
CBRE vs BAM
+84.8%
-15.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.7% |
| 7D | -4.6% | -2.9% | -1.8% | -3.2% |
| 30D | +3.0% | +14.7% | -11.7% | -4.0% |
| 3M | -8.7% | -4.1% | -4.6% | -6.9% |
| 6M | -7.9% | +9.6% | -17.5% | -12.5% |
| YTD | -16.3% | +3.4% | -19.7% | -18.5% |
| 1Y | -13.1% | +1.0% | -14.2% | -14.6% |
| 3Y | +83.1% | +88.2% | -5.1% | +31.7% |
| All | +69.2% | +84.8% | -15.7% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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