+2,158.9%
CBRE vs SBAC
+4,833.8%
-2,674.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.6% |
| 7D | +1.0% | +3.0% | -1.9% | -0.9% |
| 30D | +5.6% | +4.3% | +1.3% | +2.2% |
| 3M | -6.8% | +4.1% | -10.9% | -10.0% |
| 6M | -5.6% | -11.6% | +6.0% | +0.3% |
| YTD | -14.1% | +0.4% | -14.4% | -19.2% |
| 1Y | -9.5% | -1.1% | -8.4% | -14.2% |
| 3Y | +91.8% | -7.3% | +99.0% | +82.3% |
| 5Y | +30.3% | -40.8% | +71.1% | +62.0% |
| 10Y | +406.9% | +103.0% | +303.9% | +123.6% |
| All | +2,158.9% | +4,833.8% | -2,674.9% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling