+140.1%
BP vs CBRE
+376.9%
-236.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.7% |
| 7D | +2.5% | -2.8% | +5.3% | +3.4% |
| 30D | -5.6% | +2.2% | -7.8% | -6.8% |
| 3M | +8.0% | -10.1% | +18.1% | +10.8% |
| 6M | +5.7% | -8.0% | +13.7% | +6.6% |
| YTD | +36.8% | -17.6% | +54.4% | +41.4% |
| 1Y | +30.7% | -14.7% | +45.4% | +33.1% |
| 3Y | +51.6% | +80.4% | -28.7% | +8.7% |
| 5Y | +112.2% | +25.9% | +86.3% | +73.4% |
| All | +140.1% | +376.9% | -236.9% | +20.7% |
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