+30.3%
CBRE vs BWA
+34.0%
-3.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +0.3% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | +5.6% | -16.1% | +21.7% | +11.1% |
| 3M | -6.8% | -24.6% | +17.9% | +1.0% |
| 6M | -5.6% | -15.7% | +10.1% | -2.6% |
| YTD | -14.1% | +15.1% | -29.1% | -24.7% |
| 1Y | -9.5% | +15.9% | -25.3% | -21.0% |
| 3Y | +91.8% | +67.1% | +24.7% | +35.6% |
| 5Y | +30.3% | +34.7% | -4.4% | -3.7% |
| All | +30.3% | +34.0% | -3.6% | -3.7% |
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