+2,317.2%
CBRE vs SCCO
+11,974.4%
-9,657.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.0% | -5.3% | +3.3% | +0.8% |
| 30D | -2.2% | +2.7% | -4.9% | -4.5% |
| 3M | +12.9% | +4.2% | +8.7% | +6.7% |
| 6M | +4.3% | -0.6% | +4.9% | -1.2% |
| YTD | -8.0% | +45.0% | -53.0% | -32.0% |
| 1Y | -8.6% | +109.3% | -117.9% | -46.6% |
| 3Y | +71.9% | +180.8% | -108.9% | -22.4% |
| 5Y | +50.0% | +314.3% | -264.3% | -50.6% |
| 10Y | +390.1% | +1,083.3% | -693.3% | -28.6% |
| All | +2,317.2% | +11,974.4% | -9,657.3% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling