+385.0%
CBRE vs STLA
+48.0%
+337.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -2.8% |
| 7D | -1.5% | +0.7% | -2.3% | -1.7% |
| 30D | -4.0% | -2.4% | -1.6% | -3.3% |
| 3M | +8.0% | -23.9% | +31.9% | +17.3% |
| 6M | +4.0% | -24.6% | +28.6% | +12.4% |
| YTD | -11.5% | -50.5% | +39.0% | +8.1% |
| 1Y | -13.0% | -39.8% | +26.8% | -2.7% |
| 3Y | +66.9% | -65.6% | +132.5% | +118.1% |
| 5Y | +45.0% | -62.1% | +107.1% | +76.5% |
| 10Y | +385.0% | +47.8% | +337.3% | +274.7% |
| All | +385.0% | +48.0% | +337.0% | +274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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