+2,115.4%
CBRE vs SM
+110.2%
+2,005.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +5.2% | -25.9% | +31.1% | +11.8% |
| 30D | +6.2% | -15.1% | +21.4% | +9.3% |
| 3M | -8.1% | +4.9% | -13.0% | -10.6% |
| 6M | -6.6% | +6.1% | -12.8% | -10.6% |
| YTD | -15.7% | +63.4% | -79.2% | -28.3% |
| 1Y | -9.7% | +72.5% | -82.1% | -24.3% |
| 3Y | +80.4% | -16.9% | +97.3% | +71.3% |
| 5Y | +27.0% | -10.6% | +37.7% | +10.4% |
| 10Y | +412.9% | +11.3% | +401.6% | +140.3% |
| All | +2,115.4% | +110.2% | +2,005.2% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling