-6.8%
CBRE vs SM
+70.4%
-77.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -15.3% | +19.4% | +2.4% |
| 7D | +14.1% | -21.5% | +35.6% | +11.4% |
| 30D | +9.0% | -11.4% | +20.4% | +7.5% |
| 3M | -6.6% | +0.6% | -7.2% | -6.9% |
| 6M | +0.8% | +0.2% | +0.5% | +0.4% |
| YTD | -12.2% | +69.7% | -81.9% | -16.2% |
| 1Y | -6.8% | +71.6% | -78.4% | -11.3% |
| All | -6.8% | +70.4% | -77.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling