+1,524.9%
BHP vs CBRE
+2,234.5%
-709.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.9% | -2.0% | -0.9% | -2.3% |
| 30D | +3.4% | -2.2% | +5.6% | +3.9% |
| 3M | +4.1% | +12.9% | -8.8% | -0.7% |
| 6M | +20.6% | +4.3% | +16.3% | +18.0% |
| YTD | +56.1% | -8.0% | +64.1% | +57.8% |
| 1Y | +69.6% | -8.6% | +78.2% | +71.4% |
| 3Y | +78.8% | +71.9% | +6.9% | +43.3% |
| 5Y | +113.1% | +50.0% | +63.0% | +76.3% |
| 10Y | +505.9% | +390.1% | +115.8% | +225.5% |
| All | +1,524.9% | +2,234.5% | -709.5% | +373.5% |
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