+166.4%
CBRE vs SITM
+4,608.4%
-4,442.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -1.4% |
| 7D | -2.0% | +9.7% | -11.7% | -3.1% |
| 30D | -2.2% | +12.7% | -14.9% | -4.6% |
| 3M | +12.9% | -13.4% | +26.3% | +12.7% |
| 6M | +4.3% | +59.6% | -55.3% | -5.6% |
| YTD | -8.0% | +73.3% | -81.4% | -18.4% |
| 1Y | -8.6% | +165.5% | -174.1% | -24.7% |
| 3Y | +71.9% | +368.7% | -296.8% | +22.0% |
| 5Y | +50.0% | +172.5% | -122.5% | +6.2% |
| All | +166.4% | +4,608.4% | -4,442.0% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling