+363.5%
SE vs CBRE
+231.2%
+132.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -0.5% | -1.8% | +1.3% | +0.4% |
| 30D | -20.9% | +3.3% | -24.2% | -22.5% |
| 3M | -38.9% | -12.4% | -26.5% | -34.9% |
| 6M | -19.4% | -5.4% | -14.1% | -18.0% |
| YTD | -40.9% | -17.2% | -23.7% | -36.2% |
| 1Y | -46.2% | -13.1% | -33.1% | -43.4% |
| 3Y | +63.7% | +81.6% | -17.8% | +9.9% |
| 5Y | -77.9% | +26.4% | -104.4% | -81.9% |
| All | +363.5% | +231.2% | +132.2% | +112.6% |
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