+1,126.0%
SCHG vs CBRE
+930.1%
+195.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.6% |
| 7D | -0.1% | -1.5% | +1.5% | +0.4% |
| 30D | -1.5% | -4.0% | +2.5% | -0.3% |
| 3M | +4.4% | +8.0% | -3.6% | +0.9% |
| 6M | +15.7% | +4.0% | +11.8% | +13.1% |
| YTD | +8.3% | -11.5% | +19.8% | +11.3% |
| 1Y | +14.2% | -13.0% | +27.2% | +17.7% |
| 3Y | +88.3% | +66.9% | +21.4% | +49.5% |
| 5Y | +83.5% | +45.0% | +38.4% | +51.5% |
| 10Y | +444.2% | +385.0% | +59.2% | +178.3% |
| All | +1,126.0% | +930.1% | +195.9% | +342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling