+2,115.4%
CBRE vs SAN
+279.1%
+1,836.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.9% |
| 7D | +5.2% | +4.9% | +0.3% | +1.8% |
| 30D | +6.2% | -13.0% | +19.2% | +16.1% |
| 3M | -8.1% | -18.9% | +10.8% | +4.9% |
| 6M | -6.6% | -4.1% | -2.5% | -5.7% |
| YTD | -15.7% | +2.6% | -18.3% | -20.2% |
| 1Y | -9.7% | +16.9% | -26.6% | -22.0% |
| 3Y | +80.4% | +239.1% | -158.7% | -30.7% |
| 5Y | +27.0% | +266.8% | -239.8% | -57.3% |
| 10Y | +412.9% | +246.0% | +166.9% | +47.0% |
| All | +2,115.4% | +279.1% | +1,836.3% | +403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling