+736.2%
CBRE vs SSNC
+1,021.7%
-285.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | +1.4% | -4.1% | -3.6% |
| 30D | +2.2% | -2.6% | +4.9% | +3.8% |
| 3M | -10.1% | -0.6% | -9.5% | -9.7% |
| 6M | -8.0% | +19.9% | -27.9% | -17.6% |
| YTD | -17.6% | -8.2% | -9.4% | -14.2% |
| 1Y | -14.7% | -5.5% | -9.2% | -12.6% |
| 3Y | +80.4% | +56.8% | +23.6% | +37.6% |
| 5Y | +25.9% | +7.8% | +18.1% | +17.7% |
| 10Y | +379.5% | +183.3% | +196.2% | +159.2% |
| All | +736.2% | +1,021.7% | -285.5% | +107.1% |
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