+127.0%
BP vs CBRE
+388.5%
-261.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | -6.3% | -0.5% | -5.8% | -6.3% |
| 30D | -3.6% | +3.1% | -6.7% | -5.1% |
| 3M | +5.2% | -6.4% | +11.6% | +6.4% |
| 6M | +5.3% | -7.9% | +13.2% | +6.2% |
| YTD | +33.1% | -16.2% | +49.3% | +36.9% |
| 1Y | +26.3% | -11.2% | +37.5% | +26.7% |
| 3Y | +47.5% | +83.4% | -35.9% | +5.2% |
| 5Y | +106.2% | +28.4% | +77.7% | +67.3% |
| 10Y | +127.0% | +386.8% | -259.8% | +12.9% |
| All | +127.0% | +388.5% | -261.6% | +12.9% |
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