+478.1%
BMY vs CBRE
+2,028.3%
-1,550.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.4% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | +6.2% | +3.1% | +3.2% | +5.7% |
| 3M | -2.1% | -6.4% | +4.2% | -1.4% |
| 6M | +14.3% | -7.9% | +22.1% | +15.3% |
| YTD | +21.6% | -16.2% | +37.8% | +23.9% |
| 1Y | +38.8% | -11.2% | +50.0% | +40.2% |
| 3Y | +42.9% | +83.4% | -40.5% | +29.5% |
| 5Y | +30.1% | +28.4% | +1.6% | +22.3% |
| 10Y | +58.2% | +386.8% | -328.6% | +20.7% |
| All | +478.1% | +2,028.3% | -1,550.2% | +227.8% |
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