+177.0%
SAP vs CBRE
+397.8%
-220.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.9% | -2.0% | -0.9% | -2.2% |
| 30D | +9.0% | -2.2% | +11.2% | +9.7% |
| 3M | +14.9% | +12.9% | +2.0% | +10.0% |
| 6M | +11.9% | +4.3% | +7.6% | +9.9% |
| YTD | -9.9% | -8.0% | -1.9% | -8.0% |
| 1Y | -19.5% | -8.6% | -11.0% | -17.9% |
| 3Y | +61.8% | +71.9% | -10.1% | +29.0% |
| 5Y | +56.2% | +50.0% | +6.2% | +28.2% |
| All | +177.0% | +397.8% | -220.9% | +61.9% |
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