+158.4%
BP vs CBRE
+2,081.6%
-1,923.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.3% |
| 7D | -6.9% | +1.0% | -7.9% | -7.1% |
| 30D | -3.6% | +5.6% | -9.2% | -5.1% |
| 3M | +8.4% | -6.8% | +15.2% | +9.3% |
| 6M | +5.3% | -5.6% | +10.9% | +5.4% |
| YTD | +33.2% | -14.1% | +47.2% | +34.9% |
| 1Y | +28.2% | -9.5% | +37.7% | +28.2% |
| 3Y | +49.2% | +91.8% | -42.5% | +23.8% |
| 5Y | +102.9% | +30.3% | +72.5% | +81.2% |
| 10Y | +127.7% | +406.9% | -279.2% | +50.1% |
| All | +158.4% | +2,081.6% | -1,923.2% | +11.4% |
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