+508.8%
BMY vs CBRE
+2,234.5%
-1,725.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +0.4% | -2.0% | +2.3% | +0.6% |
| 30D | +5.0% | -2.2% | +7.2% | +5.3% |
| 3M | +19.4% | +12.9% | +6.5% | +17.2% |
| 6M | +9.5% | +4.3% | +5.2% | +8.6% |
| YTD | +28.1% | -8.0% | +36.1% | +28.9% |
| 1Y | +50.0% | -8.6% | +58.5% | +51.0% |
| 3Y | +24.1% | +71.9% | -47.8% | +13.5% |
| 5Y | +25.0% | +50.0% | -25.0% | +15.1% |
| 10Y | +68.7% | +390.1% | -321.4% | +28.4% |
| All | +508.8% | +2,234.5% | -1,725.7% | +241.1% |
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