+878.5%
CBRE vs STLA
+189.2%
+689.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.0% | -6.4% | +7.4% | +2.8% |
| 30D | +5.6% | -1.3% | +7.0% | +5.8% |
| 3M | -6.8% | -19.9% | +13.2% | -1.7% |
| 6M | -5.6% | -42.9% | +37.3% | +8.0% |
| YTD | -14.1% | -59.4% | +45.3% | +5.5% |
| 1Y | -9.5% | -56.8% | +47.4% | +9.0% |
| 3Y | +91.8% | -73.1% | +164.8% | +152.0% |
| 5Y | +30.3% | -70.1% | +100.4% | +63.2% |
| 10Y | +406.9% | +19.8% | +387.1% | +348.6% |
| All | +878.5% | +189.2% | +689.3% | +721.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling