+386.8%
CBRE vs BBWI
-44.4%
+431.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -0.5% | -4.2% | +3.7% | +0.6% |
| 30D | +3.1% | +24.9% | -21.8% | -2.7% |
| 3M | -6.4% | +13.2% | -19.6% | -10.0% |
| 6M | -7.9% | +12.1% | -20.0% | -11.9% |
| YTD | -16.2% | +11.1% | -27.2% | -20.8% |
| 1Y | -11.2% | +0.7% | -11.9% | -15.3% |
| 3Y | +83.4% | -23.8% | +107.2% | +79.3% |
| 5Y | +28.4% | -66.9% | +95.4% | +50.9% |
| 10Y | +386.8% | -45.3% | +432.1% | +278.2% |
| All | +386.8% | -44.4% | +431.2% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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