+2,158.9%
CBRE vs SM
+104.4%
+2,054.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.6% |
| 7D | +1.0% | -22.3% | +23.3% | +6.4% |
| 30D | +5.6% | -21.4% | +27.0% | +10.5% |
| 3M | -6.8% | +1.4% | -8.1% | -8.6% |
| 6M | -5.6% | +0.1% | -5.7% | -8.4% |
| YTD | -14.1% | +59.0% | -73.0% | -26.4% |
| 1Y | -9.5% | +64.3% | -73.8% | -23.3% |
| 3Y | +91.8% | -13.1% | +104.9% | +80.1% |
| 5Y | +30.3% | -13.9% | +44.2% | +14.3% |
| 10Y | +406.9% | +1.7% | +405.2% | +144.7% |
| All | +2,158.9% | +104.4% | +2,054.5% | +332.0% |
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 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