+2,076.3%
CBRE vs SCCO
+9,967.4%
-7,891.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.8% |
| 7D | -1.8% | -1.9% | +0.1% | -0.8% |
| 30D | +3.3% | -17.4% | +20.7% | +13.8% |
| 3M | -12.4% | -11.7% | -0.7% | -8.4% |
| 6M | -5.4% | -12.1% | +6.8% | -3.9% |
| YTD | -17.2% | +20.9% | -38.1% | -33.5% |
| 1Y | -13.1% | +31.3% | -44.4% | -33.6% |
| 3Y | +81.6% | +170.3% | -88.8% | -18.1% |
| 5Y | +26.4% | +240.8% | -214.4% | -53.8% |
| 10Y | +381.6% | +683.6% | -302.0% | -10.2% |
| All | +2,076.3% | +9,967.4% | -7,891.0% | +81.2% |
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