+1,357.8%
BHP vs CBRE
+2,028.3%
-670.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.3% |
| 7D | +3.8% | -0.5% | +4.4% | +4.0% |
| 30D | -6.5% | +3.1% | -9.5% | -7.7% |
| 3M | -8.5% | -6.4% | -2.2% | -7.1% |
| 6M | -2.2% | -7.9% | +5.7% | -0.6% |
| YTD | +40.0% | -16.2% | +56.2% | +45.4% |
| 1Y | +51.3% | -11.2% | +62.5% | +54.0% |
| 3Y | +56.5% | +83.4% | -26.9% | +22.4% |
| 5Y | +130.2% | +28.4% | +101.7% | +99.8% |
| 10Y | +336.5% | +386.8% | -50.3% | +134.7% |
| All | +1,357.8% | +2,028.3% | -670.5% | +336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling