+153.9%
BP vs CBRE
+2,234.5%
-2,080.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +3.9% | -2.0% | +5.9% | +4.3% |
| 30D | +7.6% | -2.2% | +9.8% | +7.9% |
| 3M | +0.7% | +12.9% | -12.2% | -2.6% |
| 6M | +15.5% | +4.3% | +11.2% | +13.3% |
| YTD | +30.8% | -8.0% | +38.9% | +31.2% |
| 1Y | +34.3% | -8.6% | +42.9% | +34.6% |
| 3Y | +35.1% | +71.9% | -36.8% | +15.2% |
| 5Y | +126.8% | +50.0% | +76.8% | +97.2% |
| 10Y | +123.4% | +390.1% | -266.7% | +48.5% |
| All | +153.9% | +2,234.5% | -2,080.5% | +8.3% |
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