+139.9%
CBRE vs SITM
+3,319.5%
-3,179.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +6.0% | +1.1% |
| 7D | -1.8% | +6.6% | -8.4% | -2.6% |
| 30D | +3.3% | -15.3% | +18.6% | +4.6% |
| 3M | -12.4% | -35.4% | +23.0% | -8.8% |
| 6M | -5.4% | -46.8% | +41.4% | -0.6% |
| YTD | -17.2% | +25.9% | -43.1% | -24.4% |
| 1Y | -13.1% | +54.0% | -67.1% | -23.2% |
| 3Y | +81.6% | +315.6% | -234.0% | +29.0% |
| 5Y | +26.4% | +74.4% | -48.0% | -6.1% |
| All | +139.9% | +3,319.5% | -3,179.7% | +23.1% |
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