+81.6%
CBRE vs SCCO
+169.0%
-87.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.8% |
| 7D | -1.8% | -1.9% | +0.1% | -1.5% |
| 30D | +3.3% | -17.4% | +20.7% | +6.2% |
| 3M | -12.4% | -11.7% | -0.7% | -11.2% |
| 6M | -5.4% | -12.1% | +6.8% | -4.6% |
| YTD | -17.2% | +20.9% | -38.1% | -23.7% |
| 1Y | -13.1% | +31.3% | -44.4% | -21.6% |
| 3Y | +81.6% | +170.3% | -88.8% | +19.6% |
| All | +81.6% | +169.0% | -87.5% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling