+67.4%
CBRE vs BAM
+81.2%
-13.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.8% | -2.7% | +0.9% | -0.4% |
| 30D | +3.3% | +15.5% | -12.2% | -4.0% |
| 3M | -12.4% | -6.9% | -5.5% | -9.2% |
| 6M | -5.4% | +9.9% | -15.2% | -10.2% |
| YTD | -17.2% | +1.4% | -18.6% | -18.5% |
| 1Y | -13.1% | +3.3% | -16.4% | -15.4% |
| 3Y | +81.6% | +83.6% | -2.1% | +32.2% |
| All | +67.4% | +81.2% | -13.9% | +21.3% |
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