+832.8%
CBRE vs SSNC
+1,082.2%
-249.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.1% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | -2.2% | +6.0% | -8.2% | -5.4% |
| 3M | +12.9% | +21.0% | -8.1% | +0.8% |
| 6M | +4.3% | +12.1% | -7.8% | -3.0% |
| YTD | -8.0% | -3.2% | -4.8% | -7.1% |
| 1Y | -8.6% | -4.4% | -4.2% | -7.2% |
| 3Y | +71.9% | +51.6% | +20.3% | +33.7% |
| 5Y | +50.0% | +21.1% | +28.9% | +31.4% |
| 10Y | +390.1% | +177.7% | +212.4% | +166.8% |
| All | +832.8% | +1,082.2% | -249.4% | +124.2% |
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