+73.9%
CBRE vs SAN
+358.9%
-285.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.0% | +1.8% | -3.7% | -2.5% |
| 30D | -2.2% | +2.0% | -4.2% | -2.8% |
| 3M | +12.9% | +19.7% | -6.8% | +6.6% |
| 6M | +4.3% | +30.6% | -26.3% | -4.4% |
| YTD | -8.0% | +28.8% | -36.9% | -15.4% |
| 1Y | -8.6% | +57.8% | -66.3% | -20.8% |
| All | +73.9% | +358.9% | -285.0% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling