-13.0%
CBRE vs SM
+46.7%
-59.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.6% | -7.4% | -3.5% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | -4.0% | +31.5% | -35.5% | -2.5% |
| 3M | +8.0% | +17.3% | -9.3% | +9.2% |
| 6M | +4.0% | +48.5% | -44.5% | +4.1% |
| YTD | -11.5% | +106.3% | -117.8% | -13.1% |
| 1Y | -13.0% | +47.3% | -60.3% | -15.0% |
| All | -13.0% | +46.7% | -59.8% | -15.0% |
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