+2,317.2%
CBRE vs SIRI
+12.7%
+2,304.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | 0.0% |
| 7D | -2.0% | +1.6% | -3.5% | -2.4% |
| 30D | -2.2% | -4.7% | +2.5% | -1.3% |
| 3M | +12.9% | +5.3% | +7.6% | +11.5% |
| 6M | +4.3% | +30.5% | -26.2% | -1.8% |
| YTD | -8.0% | +49.6% | -57.7% | -16.2% |
| 1Y | -8.6% | +28.5% | -37.1% | -14.2% |
| 3Y | +71.9% | -27.5% | +99.3% | +73.8% |
| 5Y | +50.0% | -44.7% | +94.7% | +54.8% |
| 10Y | +390.1% | -12.6% | +402.7% | +359.1% |
| All | +2,317.2% | +12.7% | +2,304.5% | +1,691.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling