-5.9%
SAP vs CBRE
-6.2%
+0.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +2.7% |
| 7D | +1.3% | +14.1% | -12.8% | -3.5% |
| 30D | +15.5% | +9.0% | +6.5% | +11.6% |
| 3M | +22.8% | -6.6% | +29.4% | +25.7% |
| 6M | +42.5% | +0.8% | +41.7% | +41.3% |
| YTD | +0.5% | -12.2% | +12.8% | +3.3% |
| 1Y | -5.9% | -6.8% | +0.9% | -5.5% |
| All | -5.9% | -6.2% | +0.2% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 1y: compounded portfolio wealth divided by compounded CBRE 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…
1y analysis · Full analysis span regression · 6 months rolling