+385.0%
CBRE vs SBAC
+76.8%
+308.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.6% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | -4.0% | +3.2% | -7.2% | -5.1% |
| 3M | +8.0% | -5.1% | +13.1% | +9.9% |
| 6M | +4.0% | -2.1% | +6.1% | +3.2% |
| YTD | -11.5% | -0.5% | -11.0% | -13.4% |
| 1Y | -13.0% | +1.1% | -14.1% | -15.6% |
| 3Y | +66.9% | -7.4% | +74.3% | +64.9% |
| 5Y | +45.0% | -44.3% | +89.4% | +76.3% |
| 10Y | +385.0% | +77.6% | +307.5% | +317.1% |
| All | +385.0% | +76.8% | +308.2% | +317.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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