+27.8%
CBRE vs BBWI
-67.9%
+95.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.6% | +0.1% |
| 7D | +5.2% | -6.2% | +11.4% | +6.8% |
| 30D | +6.2% | +19.9% | -13.7% | +1.8% |
| 3M | -8.1% | +7.1% | -15.2% | -10.1% |
| 6M | -6.6% | +13.7% | -20.3% | -10.6% |
| YTD | -15.7% | +9.6% | -25.3% | -19.5% |
| 1Y | -9.7% | -1.6% | -8.0% | -12.6% |
| 3Y | +80.4% | -25.9% | +106.3% | +77.9% |
| All | +27.8% | -67.9% | +95.7% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling