+597.0%
SE vs CBRE
+254.0%
+343.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +3.1% |
| 7D | +0.6% | -1.5% | +2.1% | +1.2% |
| 30D | -0.1% | -4.0% | +3.9% | +1.9% |
| 3M | +34.1% | +8.0% | +26.1% | +28.1% |
| 6M | +23.2% | +4.0% | +19.2% | +19.9% |
| YTD | -11.2% | -11.5% | +0.4% | -6.9% |
| 1Y | -40.5% | -13.0% | -27.5% | -37.5% |
| 3Y | +196.3% | +66.9% | +129.4% | +110.0% |
| 5Y | -67.0% | +45.0% | -112.1% | -74.5% |
| All | +597.0% | +254.0% | +343.0% | +210.3% |
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