+749.1%
CBRE vs SSNC
+1,022.7%
-273.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.6% |
| 7D | -4.6% | -0.2% | -4.5% | -4.5% |
| 30D | +3.0% | -1.9% | +4.9% | +4.1% |
| 3M | -8.7% | -0.2% | -8.6% | -8.6% |
| 6M | -7.9% | +19.4% | -27.3% | -17.3% |
| YTD | -16.3% | -8.1% | -8.2% | -12.9% |
| 1Y | -13.1% | -5.3% | -7.8% | -11.1% |
| 3Y | +83.1% | +56.9% | +26.2% | +39.7% |
| 5Y | +27.7% | +8.0% | +19.7% | +19.3% |
| 10Y | +386.9% | +183.6% | +203.3% | +163.1% |
| All | +749.1% | +1,022.7% | -273.6% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling