+53.4%
BHP vs CBRE
-6.2%
+59.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.6% | +2.1% |
| 7D | -2.5% | +14.1% | -16.6% | -4.0% |
| 30D | -7.7% | +9.0% | -16.8% | -8.7% |
| 3M | -6.4% | -6.6% | +0.2% | -5.6% |
| 6M | +5.2% | +0.8% | +4.4% | +5.0% |
| YTD | +38.3% | -12.2% | +50.6% | +34.7% |
| 1Y | +53.4% | -6.8% | +60.2% | +47.8% |
| All | +53.4% | -6.2% | +59.6% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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