+222.9%
SAP vs CBRE
+421.6%
-198.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.0% |
| 7D | +1.6% | +1.0% | +0.6% | +1.2% |
| 30D | +10.5% | +5.6% | +4.9% | +8.0% |
| 3M | +15.2% | -6.8% | +21.9% | +17.4% |
| 6M | +36.7% | -5.6% | +42.3% | +38.6% |
| YTD | -0.6% | -14.1% | +13.5% | +3.6% |
| 1Y | -4.1% | -9.5% | +5.4% | -2.0% |
| 3Y | +73.2% | +91.8% | -18.5% | +32.4% |
| 5Y | +74.1% | +30.3% | +43.8% | +49.4% |
| 10Y | +222.9% | +406.9% | -183.9% | +92.7% |
| All | +222.9% | +421.6% | -198.7% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling