+385.0%
CBRE vs SM
+12.3%
+372.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.6% | -7.4% | -4.3% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | -4.0% | +31.5% | -35.5% | -7.8% |
| 3M | +8.0% | +17.3% | -9.3% | +4.9% |
| 6M | +4.0% | +48.5% | -44.5% | -3.2% |
| YTD | -11.5% | +106.3% | -117.8% | -21.6% |
| 1Y | -13.0% | +47.3% | -60.3% | -19.5% |
| 3Y | +66.9% | -1.4% | +68.3% | +59.4% |
| 5Y | +45.0% | +114.0% | -69.0% | +19.8% |
| 10Y | +385.0% | +12.5% | +372.5% | +193.4% |
| All | +385.0% | +12.3% | +372.7% | +193.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling