-6.8%
CBRE vs STZ
+14.7%
-21.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.3% | -1.2% | +3.0% |
| 7D | +14.1% | +13.0% | +1.1% | +11.5% |
| 30D | +9.0% | +29.4% | -20.4% | +3.8% |
| 3M | -6.6% | +11.6% | -18.2% | -8.5% |
| 6M | +0.8% | -0.2% | +1.0% | -0.7% |
| YTD | -12.2% | +8.6% | -20.8% | -15.0% |
| 1Y | -6.8% | +15.9% | -22.8% | -9.8% |
| All | -6.8% | +14.7% | -21.6% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling