+42.3%
CBRE vs SCCO
+355.0%
-312.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -1.7% | +2.4% | -4.1% | -2.3% |
| 30D | -3.0% | +6.4% | -9.4% | -4.7% |
| 3M | +2.6% | +21.6% | -18.9% | -3.1% |
| 6M | +2.0% | +13.4% | -11.4% | -2.9% |
| YTD | -13.1% | +52.6% | -65.8% | -25.4% |
| 1Y | -13.8% | +122.4% | -136.2% | -34.9% |
| 3Y | +63.9% | +208.5% | -144.6% | +5.3% |
| 5Y | +42.3% | +353.9% | -311.6% | -24.9% |
| All | +42.3% | +355.0% | -312.6% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling