+64.6%
BMY vs CBRE
+381.8%
-317.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -4.8% | -1.7% | -3.1% | -4.5% |
| 30D | -0.7% | -3.0% | +2.3% | -0.2% |
| 3M | +15.3% | +2.6% | +12.7% | +14.6% |
| 6M | +8.5% | +2.0% | +6.5% | +7.8% |
| YTD | +23.4% | -13.1% | +36.6% | +25.9% |
| 1Y | +42.9% | -13.8% | +56.7% | +45.8% |
| 3Y | +22.0% | +63.9% | -41.9% | +8.6% |
| 5Y | +24.3% | +42.3% | -18.0% | +12.0% |
| 10Y | +64.6% | +401.2% | -336.6% | +12.7% |
| All | +64.6% | +381.8% | -317.2% | +12.7% |
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