+2,317.2%
CBRE vs SWK
+299.5%
+2,017.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.3% |
| 7D | -2.0% | -0.4% | -1.5% | -1.7% |
| 30D | -2.2% | -5.7% | +3.5% | +2.3% |
| 3M | +12.9% | +24.1% | -11.2% | -6.7% |
| 6M | +4.3% | +24.7% | -20.4% | -15.9% |
| YTD | -8.0% | +33.9% | -42.0% | -30.7% |
| 1Y | -8.6% | +34.7% | -43.2% | -32.8% |
| 3Y | +71.9% | +15.3% | +56.6% | +27.9% |
| 5Y | +50.0% | -39.3% | +89.3% | +78.6% |
| 10Y | +390.1% | +2.5% | +387.6% | +173.9% |
| All | +2,317.2% | +299.5% | +2,017.7% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling