-12.6%
CBRE vs SOLS
+20.3%
-32.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.9% |
| 7D | -1.7% | +3.7% | -5.4% | -1.5% |
| 30D | -3.0% | +5.0% | -8.0% | -2.7% |
| 3M | +2.6% | -21.1% | +23.7% | +1.2% |
| 6M | +2.0% | -14.2% | +16.2% | +1.5% |
| YTD | -13.1% | +30.6% | -43.8% | -11.9% |
| All | -12.6% | +20.3% | -32.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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