+366.6%
CBRE vs SIRI
-7.4%
+374.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.8% | -1.7% | -0.1% | -1.3% |
| 30D | +3.3% | +21.1% | -17.8% | -1.8% |
| 3M | -12.4% | +14.7% | -27.1% | -15.7% |
| 6M | -5.4% | +22.9% | -28.3% | -10.7% |
| YTD | -17.2% | +65.7% | -83.0% | -28.4% |
| 1Y | -13.1% | +53.5% | -66.6% | -23.3% |
| 3Y | +81.6% | -23.0% | +104.6% | +84.3% |
| 5Y | +26.4% | -41.5% | +67.9% | +32.4% |
| All | +366.6% | -7.4% | +374.0% | +311.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling