+42.3%
CBRE vs SITM
+164.5%
-122.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -1.7% | +3.7% | -5.4% | -2.1% |
| 30D | -3.0% | -14.5% | +11.5% | -1.4% |
| 3M | +2.6% | -10.6% | +13.2% | +2.1% |
| 6M | +2.0% | +65.5% | -63.5% | -9.0% |
| YTD | -13.1% | +67.0% | -80.1% | -23.4% |
| 1Y | -13.8% | +138.6% | -152.4% | -29.3% |
| 3Y | +63.9% | +421.8% | -358.0% | +8.6% |
| 5Y | +42.3% | +172.4% | -130.1% | -4.6% |
| All | +42.3% | +164.5% | -122.2% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling