+332.2%
BHP vs CBRE
+379.0%
-46.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -0.5% | -1.8% | +1.3% | +0.2% |
| 30D | -4.5% | +3.3% | -7.8% | -6.1% |
| 3M | -6.9% | -12.4% | +5.5% | -2.6% |
| 6M | -10.6% | -5.4% | -5.2% | -9.9% |
| YTD | +37.2% | -17.2% | +54.4% | +44.1% |
| 1Y | +48.0% | -13.1% | +61.1% | +52.2% |
| 3Y | +52.6% | +81.6% | -29.0% | +10.6% |
| 5Y | +116.5% | +26.4% | +90.0% | +79.1% |
| All | +332.2% | +379.0% | -46.9% | +106.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling