-13.0%
CBRE vs BBWI
-33.4%
+20.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -3.4% |
| 7D | -1.5% | +1.6% | -3.1% | -1.7% |
| 30D | -4.0% | -6.2% | +2.2% | -3.4% |
| 3M | +8.0% | +4.3% | +3.7% | +7.3% |
| 6M | +4.0% | -7.2% | +11.1% | +3.8% |
| YTD | -11.5% | -3.0% | -8.5% | -11.7% |
| 1Y | -13.0% | -30.8% | +17.8% | -10.8% |
| All | -13.0% | -33.4% | +20.4% | -10.8% |
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