+85.7%
SCHG vs CBRE
+43.6%
+42.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.1% |
| 7D | -1.0% | -5.0% | +3.9% | +0.9% |
| 30D | -1.3% | -4.7% | +3.4% | +0.3% |
| 3M | +5.4% | +6.5% | -1.1% | +2.1% |
| 6M | +14.4% | +6.1% | +8.4% | +10.5% |
| YTD | +8.0% | -12.6% | +20.6% | +12.0% |
| 1Y | +12.7% | -15.3% | +28.0% | +18.1% |
| 3Y | +85.6% | +64.6% | +21.0% | +37.6% |
| All | +85.7% | +43.6% | +42.2% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling