+27.3%
CBRE vs SIRI
-41.4%
+68.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.8% | -1.7% | -0.1% | -1.5% |
| 30D | +3.3% | +21.1% | -17.8% | +0.3% |
| 3M | -12.4% | +14.7% | -27.1% | -14.3% |
| 6M | -5.4% | +22.9% | -28.3% | -8.5% |
| YTD | -17.2% | +65.7% | -83.0% | -23.7% |
| 1Y | -13.1% | +53.5% | -66.6% | -19.0% |
| 3Y | +81.6% | -23.0% | +104.6% | +81.1% |
| All | +27.3% | -41.4% | +68.7% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling