+401.2%
CBRE vs BWA
+142.7%
+258.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -3.0% | -5.6% | +2.6% | -0.9% |
| 3M | +2.6% | -10.7% | +13.3% | +6.6% |
| 6M | +2.0% | +23.2% | -21.2% | -9.2% |
| YTD | -13.1% | +46.0% | -59.1% | -31.7% |
| 1Y | -13.8% | +51.2% | -65.0% | -33.6% |
| 3Y | +63.9% | +69.6% | -5.7% | +14.8% |
| 5Y | +42.3% | +86.6% | -44.3% | -8.3% |
| 10Y | +401.2% | +152.3% | +248.9% | +139.5% |
| All | +401.2% | +142.7% | +258.5% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling