+50.9%
CBRE vs SM
+107.8%
-56.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -2.2% | +26.3% | -28.5% | -5.5% |
| 3M | +12.9% | +8.7% | +4.2% | +10.9% |
| 6M | +4.3% | +51.7% | -47.4% | -3.8% |
| YTD | -8.0% | +99.0% | -107.1% | -19.3% |
| 1Y | -8.6% | +34.6% | -43.2% | -14.7% |
| 3Y | +71.9% | -7.8% | +79.6% | +65.0% |
| All | +50.9% | +107.8% | -56.9% | +20.5% |
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