+2,115.4%
CBRE vs BBWI
+295.7%
+1,819.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.6% | +0.9% |
| 7D | +5.2% | -6.2% | +11.4% | +8.2% |
| 30D | +6.2% | +19.9% | -13.7% | -2.5% |
| 3M | -8.1% | +7.1% | -15.2% | -12.5% |
| 6M | -6.6% | +13.7% | -20.3% | -15.0% |
| YTD | -15.7% | +9.6% | -25.3% | -24.3% |
| 1Y | -9.7% | -1.6% | -8.0% | -17.4% |
| 3Y | +80.4% | -25.9% | +106.3% | +68.2% |
| 5Y | +27.0% | -67.8% | +94.8% | +62.7% |
| 10Y | +412.9% | -43.5% | +456.4% | +222.6% |
| All | +2,115.4% | +295.7% | +1,819.7% | +98.2% |
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 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