+27.8%
CBRE vs SM
-11.5%
+39.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +5.2% | -25.9% | +31.1% | +8.7% |
| 30D | +6.2% | -15.1% | +21.4% | +7.7% |
| 3M | -8.1% | +4.9% | -13.0% | -9.9% |
| 6M | -6.6% | +6.1% | -12.8% | -9.5% |
| YTD | -15.7% | +63.4% | -79.2% | -25.1% |
| 1Y | -9.7% | +72.5% | -82.1% | -20.6% |
| 3Y | +80.4% | -16.9% | +97.3% | +73.5% |
| All | +27.8% | -11.5% | +39.3% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling