+406.9%
CBRE vs SWK
+32.9%
+374.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.9% | +0.5% |
| 7D | +1.0% | +10.7% | -9.6% | -4.4% |
| 30D | +5.6% | +33.3% | -27.7% | -9.1% |
| 3M | -6.8% | +14.7% | -21.4% | -13.5% |
| 6M | -5.6% | +48.5% | -54.1% | -24.0% |
| YTD | -14.1% | +63.9% | -78.0% | -35.3% |
| 1Y | -9.5% | +80.4% | -89.9% | -35.4% |
| 3Y | +91.8% | +58.1% | +33.6% | +38.2% |
| 5Y | +30.3% | -24.5% | +54.8% | +38.3% |
| 10Y | +406.9% | +29.5% | +377.4% | +275.1% |
| All | +406.9% | +32.9% | +374.0% | +275.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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