-16.8%
CBRE vs SCCO
+102.2%
-119.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.2% | +6.0% | -1.0% |
| 7D | -7.2% | -2.7% | -4.5% | -7.2% |
| 30D | -6.4% | -0.2% | -6.2% | -6.5% |
| 3M | +2.9% | +17.8% | -14.8% | +1.8% |
| 6M | +2.5% | +2.3% | +0.3% | +1.4% |
| YTD | -14.2% | +41.6% | -55.8% | -15.2% |
| All | -16.8% | +102.2% | -119.0% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling