+401.2%
CBRE vs SAN
+329.5%
+71.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -1.7% | -0.5% | -1.2% | -1.4% |
| 30D | -3.0% | -0.1% | -2.9% | -3.0% |
| 3M | +2.6% | +19.6% | -17.0% | -5.5% |
| 6M | +2.0% | +32.7% | -30.7% | -10.8% |
| YTD | -13.1% | +26.7% | -39.8% | -22.8% |
| 1Y | -13.8% | +51.6% | -65.5% | -29.6% |
| 3Y | +63.9% | +348.7% | -284.9% | -21.6% |
| 5Y | +42.3% | +378.7% | -336.4% | -36.6% |
| 10Y | +401.2% | +336.9% | +64.2% | +100.9% |
| All | +401.2% | +329.5% | +71.6% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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