+91.8%
CBRE vs STZ
-35.4%
+127.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.3% |
| 7D | +1.0% | +3.4% | -2.4% | +0.1% |
| 30D | +5.6% | +19.6% | -14.0% | +0.7% |
| 3M | -6.8% | +8.0% | -14.8% | -8.8% |
| 6M | -5.6% | -0.3% | -5.3% | -6.0% |
| YTD | -14.1% | +8.6% | -22.6% | -17.4% |
| 1Y | -9.5% | +17.3% | -26.8% | -15.2% |
| 3Y | +91.8% | -34.7% | +126.5% | +112.1% |
| All | +91.8% | -35.4% | +127.2% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling