+401.7%
CBRE vs SWK
+30.0%
+371.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.1% |
| 7D | +6.0% | +11.3% | -5.2% | +0.1% |
| 30D | +4.4% | +28.1% | -23.7% | -8.3% |
| 3M | -9.8% | +12.6% | -22.4% | -15.5% |
| 6M | -4.4% | +51.7% | -56.1% | -24.0% |
| YTD | -15.2% | +60.0% | -75.2% | -35.3% |
| 1Y | -9.1% | +72.7% | -81.8% | -33.7% |
| 3Y | +79.4% | +46.3% | +33.1% | +35.0% |
| 5Y | +27.8% | -24.6% | +52.4% | +35.4% |
| All | +401.7% | +30.0% | +371.6% | +277.1% |
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