+2,317.2%
CBRE vs STZ
+723.0%
+1,594.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -2.0% | -1.9% | 0.0% | -0.9% |
| 30D | -2.2% | -1.9% | -0.3% | -1.2% |
| 3M | +12.9% | -6.2% | +19.1% | +16.5% |
| 6M | +4.3% | -14.0% | +18.3% | +12.0% |
| YTD | -8.0% | -5.1% | -2.9% | -7.7% |
| 1Y | -8.6% | -9.6% | +1.0% | -6.3% |
| 3Y | +71.9% | -47.2% | +119.1% | +132.7% |
| 5Y | +50.0% | -33.6% | +83.6% | +74.3% |
| 10Y | +390.1% | -9.8% | +399.8% | +344.1% |
| All | +2,317.2% | +723.0% | +1,594.2% | +320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling