-11.2%
CBRE vs BWA
+13.5%
-24.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.6% |
| 7D | -0.5% | -2.4% | +1.9% | -0.8% |
| 30D | +3.1% | -17.7% | +20.8% | +1.1% |
| 3M | -6.4% | -27.0% | +20.6% | -9.3% |
| 6M | -7.9% | -17.3% | +9.4% | -9.0% |
| YTD | -16.2% | +12.9% | -29.0% | -21.9% |
| 1Y | -11.2% | +12.9% | -24.1% | -17.0% |
| All | -11.2% | +13.5% | -24.7% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling