+148.6%
CBRE vs SITM
+4,532.8%
-4,384.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -7.2% | +4.8% | -12.1% | -7.8% |
| 30D | -6.4% | -9.7% | +3.3% | -5.6% |
| 3M | +2.9% | -9.3% | +12.3% | +2.2% |
| 6M | +2.5% | +69.5% | -67.0% | -7.9% |
| YTD | -14.2% | +70.5% | -84.7% | -23.7% |
| 1Y | -15.1% | +145.3% | -160.4% | -29.3% |
| 3Y | +61.9% | +432.8% | -370.9% | +12.8% |
| 5Y | +42.4% | +174.0% | -131.6% | +0.8% |
| All | +148.6% | +4,532.8% | -4,384.2% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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