+366.6%
CBRE vs SWK
+18.1%
+348.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.8% | -1.4% | -0.4% | -1.1% |
| 30D | +3.3% | +25.5% | -22.2% | -8.3% |
| 3M | -12.4% | +11.8% | -24.1% | -17.6% |
| 6M | -5.4% | +48.7% | -54.0% | -24.0% |
| YTD | -17.2% | +57.2% | -74.4% | -36.3% |
| 1Y | -13.1% | +75.3% | -88.4% | -37.1% |
| 3Y | +81.6% | +51.9% | +29.6% | +33.4% |
| 5Y | +26.4% | -30.7% | +57.2% | +41.2% |
| All | +366.6% | +18.1% | +348.5% | +238.0% |
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