+383.7%
CBRE vs SCCO
+1,108.1%
-724.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.2% | +6.0% | +1.2% |
| 7D | -7.2% | -2.7% | -4.5% | -6.6% |
| 30D | -6.4% | -0.2% | -6.2% | -7.0% |
| 3M | +2.9% | +17.8% | -14.8% | -4.5% |
| 6M | +2.5% | +2.3% | +0.3% | -1.4% |
| YTD | -14.2% | +41.6% | -55.8% | -28.7% |
| 1Y | -15.1% | +101.9% | -117.0% | -39.6% |
| 3Y | +61.9% | +186.2% | -124.3% | -5.9% |
| 5Y | +42.4% | +309.7% | -267.3% | -33.0% |
| All | +383.7% | +1,108.1% | -724.4% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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