+80.8%
CBRE vs SITM
+342.8%
-262.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | +32.5% | -35.3% | -5.0% |
| 30D | +2.2% | -18.8% | +21.0% | +3.5% |
| 3M | -10.1% | -30.9% | +20.8% | -8.0% |
| 6M | -8.0% | -44.5% | +36.5% | -4.6% |
| YTD | -17.6% | +33.2% | -50.8% | -24.3% |
| 1Y | -14.7% | +53.8% | -68.6% | -23.4% |
| All | +80.8% | +342.8% | -262.1% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling