+2,317.2%
CBRE vs BBWI
+261.4%
+2,055.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.9% |
| 7D | -2.0% | +1.5% | -3.5% | -2.7% |
| 30D | -2.2% | -5.2% | +3.0% | -0.6% |
| 3M | +12.9% | +11.1% | +1.8% | +5.7% |
| 6M | +4.3% | -13.4% | +17.7% | +6.9% |
| YTD | -8.0% | +0.1% | -8.1% | -13.0% |
| 1Y | -8.6% | -36.1% | +27.6% | +2.6% |
| 3Y | +71.9% | -44.1% | +116.0% | +85.1% |
| 5Y | +50.0% | -66.2% | +116.2% | +86.8% |
| 10Y | +390.1% | -54.8% | +444.8% | +260.2% |
| All | +2,317.2% | +261.4% | +2,055.7% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling