+2,317.2%
CBRE vs BWA
+798.9%
+1,518.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -2.4% |
| 7D | -2.0% | +5.7% | -7.6% | -5.5% |
| 30D | -2.2% | +1.4% | -3.6% | -3.8% |
| 3M | +12.9% | -12.1% | +25.0% | +20.1% |
| 6M | +4.3% | +28.6% | -24.3% | -15.4% |
| YTD | -8.0% | +51.1% | -59.1% | -37.3% |
| 1Y | -8.6% | +55.9% | -64.4% | -39.4% |
| 3Y | +71.9% | +70.1% | +1.7% | +0.5% |
| 5Y | +50.0% | +90.7% | -40.7% | -23.5% |
| 10Y | +390.1% | +154.0% | +236.1% | +67.7% |
| All | +2,317.2% | +798.9% | +1,518.2% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling