+158.1%
BP vs CBRE
+2,039.6%
-1,881.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -11.6% | +5.2% | -16.8% | -12.8% |
| 30D | 0.0% | +6.2% | -6.2% | -1.6% |
| 3M | +6.7% | -8.1% | +14.8% | +8.0% |
| 6M | +2.2% | -6.6% | +8.8% | +2.5% |
| YTD | +33.0% | -15.7% | +48.7% | +35.3% |
| 1Y | +30.7% | -9.7% | +40.4% | +30.8% |
| 3Y | +44.2% | +80.4% | -36.2% | +21.3% |
| 5Y | +105.1% | +27.0% | +78.1% | +84.3% |
| 10Y | +133.5% | +412.9% | -279.4% | +53.7% |
| All | +158.1% | +2,039.6% | -1,881.5% | +11.7% |
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 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