-13.1%
CBRE vs BBWI
+0.1%
-13.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.2% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +3.3% | +12.9% | -9.6% | +1.7% |
| 3M | -12.4% | +16.0% | -28.4% | -14.2% |
| 6M | -5.4% | +16.6% | -22.0% | -7.6% |
| YTD | -17.2% | +9.7% | -27.0% | -18.5% |
| 1Y | -13.1% | +1.5% | -14.6% | -14.5% |
| All | -13.1% | +0.1% | -13.2% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling