+81.6%
CBRE vs SAN
+247.1%
-165.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.2% |
| 7D | -1.8% | +4.0% | -5.8% | -3.0% |
| 30D | +3.3% | -7.8% | +11.1% | +5.7% |
| 3M | -12.4% | -16.4% | +4.0% | -7.8% |
| 6M | -5.4% | +3.5% | -8.9% | -6.8% |
| YTD | -17.2% | +6.7% | -23.9% | -19.4% |
| 1Y | -13.1% | +14.5% | -27.6% | -17.0% |
| 3Y | +81.6% | +243.5% | -162.0% | +27.8% |
| All | +81.6% | +247.1% | -165.5% | +27.8% |
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