+22.3%
BMY vs CBRE
+45.8%
-23.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.5% |
| 7D | -3.3% | -1.5% | -1.8% | -3.1% |
| 30D | 0.0% | -4.0% | +3.9% | +0.6% |
| 3M | +17.7% | +8.0% | +9.7% | +16.1% |
| 6M | +9.6% | +4.0% | +5.7% | +8.6% |
| YTD | +24.0% | -11.5% | +35.5% | +25.7% |
| 1Y | +45.1% | -13.0% | +58.1% | +47.4% |
| 3Y | +22.5% | +66.9% | -44.4% | +11.5% |
| 5Y | +22.3% | +45.0% | -22.8% | +10.4% |
| All | +22.3% | +45.8% | -23.5% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling