+45.0%
CBRE vs BWA
+88.6%
-43.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.2% |
| 7D | -1.5% | +4.3% | -5.8% | -2.8% |
| 30D | -4.0% | -2.9% | -1.1% | -3.3% |
| 3M | +8.0% | -12.4% | +20.4% | +11.9% |
| 6M | +4.0% | +28.6% | -24.6% | -6.3% |
| YTD | -11.5% | +48.2% | -59.8% | -27.8% |
| 1Y | -13.0% | +50.9% | -63.9% | -29.8% |
| 3Y | +66.9% | +72.2% | -5.3% | +22.8% |
| 5Y | +45.0% | +91.1% | -46.0% | -5.0% |
| All | +45.0% | +88.6% | -43.6% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling