+45.0%
CBRE vs SSNC
+18.8%
+26.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -1.1% |
| 7D | -1.5% | -1.8% | +0.3% | -0.2% |
| 30D | -4.0% | +1.9% | -5.9% | -5.1% |
| 3M | +8.0% | +18.4% | -10.4% | -4.2% |
| 6M | +4.0% | +7.0% | -3.0% | -1.4% |
| YTD | -11.5% | -6.9% | -4.6% | -7.7% |
| 1Y | -13.0% | -8.2% | -4.8% | -8.6% |
| 3Y | +66.9% | +50.5% | +16.4% | +20.4% |
| 5Y | +45.0% | +17.4% | +27.7% | +25.0% |
| All | +45.0% | +18.8% | +26.3% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling