+383.7%
CBRE vs SSNC
+169.0%
+214.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -7.2% | -6.7% | -0.5% | -3.1% |
| 30D | -6.4% | -0.8% | -5.6% | -5.8% |
| 3M | +2.9% | +16.1% | -13.1% | -6.5% |
| 6M | +2.5% | +7.9% | -5.4% | -3.0% |
| YTD | -14.2% | -8.7% | -5.5% | -10.0% |
| 1Y | -15.1% | -9.5% | -5.7% | -10.7% |
| 3Y | +61.9% | +47.7% | +14.2% | +24.9% |
| 5Y | +42.4% | +17.6% | +24.7% | +24.8% |
| All | +383.7% | +169.0% | +214.7% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling