+81.6%
CBRE vs SM
-3.9%
+85.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | -1.8% | +9.4% | -11.2% | -2.4% |
| 30D | +3.3% | -14.4% | +17.7% | +4.2% |
| 3M | -12.4% | +1.6% | -13.9% | -13.4% |
| 6M | -5.4% | +6.3% | -11.7% | -7.6% |
| YTD | -17.2% | +78.8% | -96.0% | -26.9% |
| 1Y | -13.1% | +83.1% | -96.2% | -23.8% |
| 3Y | +81.6% | -5.9% | +87.5% | +56.9% |
| All | +81.6% | -3.9% | +85.5% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling