+125.0%
BP vs CBRE
+378.3%
-253.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +3.7% |
| 7D | +0.9% | -1.5% | +2.4% | +1.3% |
| 30D | +9.1% | -4.0% | +13.1% | +10.2% |
| 3M | +3.9% | +8.0% | -4.1% | 0.0% |
| 6M | +13.6% | +4.0% | +9.7% | +10.1% |
| YTD | +34.0% | -11.5% | +45.5% | +36.3% |
| 1Y | +39.2% | -13.0% | +52.2% | +41.9% |
| 3Y | +36.4% | +66.9% | -30.5% | +2.5% |
| 5Y | +135.8% | +45.0% | +90.8% | +83.0% |
| 10Y | +125.0% | +385.0% | -260.0% | +11.0% |
| All | +125.0% | +378.3% | -253.3% | +11.0% |
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