+364.6%
CBRE vs BBWI
-48.2%
+412.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.8% |
| 7D | -2.8% | -4.5% | +1.7% | -1.6% |
| 30D | +2.2% | +17.1% | -14.9% | -1.9% |
| 3M | -10.1% | +17.5% | -27.5% | -14.3% |
| 6M | -8.0% | +12.8% | -20.8% | -12.2% |
| YTD | -17.6% | +8.2% | -25.7% | -21.5% |
| 1Y | -14.7% | -1.8% | -12.9% | -18.0% |
| 3Y | +80.4% | -25.8% | +106.1% | +77.6% |
| 5Y | +25.9% | -68.0% | +93.9% | +49.1% |
| All | +364.6% | -48.2% | +412.8% | +266.5% |
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