+2,317.2%
CBRE vs SBAC
+4,810.2%
-2,493.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.1% |
| 7D | -2.0% | -0.8% | -1.2% | -1.4% |
| 30D | -2.2% | +6.9% | -9.1% | -6.4% |
| 3M | +12.9% | -8.2% | +21.1% | +18.4% |
| 6M | +4.3% | -1.6% | +6.0% | +1.7% |
| YTD | -8.0% | -0.1% | -7.9% | -12.4% |
| 1Y | -8.6% | -0.5% | -8.1% | -12.9% |
| 3Y | +71.9% | -9.1% | +80.9% | +66.7% |
| 5Y | +50.0% | -43.8% | +93.8% | +94.5% |
| 10Y | +390.1% | +80.5% | +309.5% | +138.1% |
| All | +2,317.2% | +4,810.2% | -2,493.0% | +200.0% |
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