+45.0%
CBRE vs SAN
+381.9%
-336.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -1.5% | +3.3% | -4.9% | -2.7% |
| 30D | -4.0% | +1.1% | -5.1% | -4.4% |
| 3M | +8.0% | +22.2% | -14.2% | -0.1% |
| 6M | +4.0% | +36.0% | -32.0% | -8.0% |
| YTD | -11.5% | +28.2% | -39.8% | -20.2% |
| 1Y | -13.0% | +54.1% | -67.1% | -27.1% |
| 3Y | +66.9% | +354.2% | -287.3% | -12.0% |
| 5Y | +45.0% | +387.3% | -342.2% | -30.2% |
| All | +45.0% | +381.9% | -336.9% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling