+60.1%
BMY vs CBRE
+379.0%
-319.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.7% |
| 7D | +2.1% | -1.8% | +3.8% | +2.4% |
| 30D | +7.0% | +3.3% | +3.7% | +6.2% |
| 3M | -0.9% | -12.4% | +11.5% | +1.5% |
| 6M | +14.9% | -5.4% | +20.3% | +15.7% |
| YTD | +22.8% | -17.2% | +40.0% | +26.2% |
| 1Y | +36.2% | -13.1% | +49.3% | +38.7% |
| 3Y | +45.7% | +81.6% | -35.9% | +27.1% |
| 5Y | +31.3% | +26.4% | +4.8% | +21.0% |
| All | +60.1% | +379.0% | -319.0% | +10.0% |
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