+372.3%
SE vs CBRE
+235.4%
+136.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -0.2% |
| 7D | 0.0% | -0.5% | +0.6% | +0.4% |
| 30D | -19.4% | +3.1% | -22.4% | -20.8% |
| 3M | -33.1% | -6.4% | -26.7% | -31.2% |
| 6M | -11.4% | -7.9% | -3.6% | -8.6% |
| YTD | -39.8% | -16.2% | -23.6% | -35.4% |
| 1Y | -50.5% | -11.2% | -39.2% | -48.5% |
| 3Y | +68.9% | +83.4% | -14.5% | +12.7% |
| 5Y | -77.1% | +28.4% | -105.5% | -81.4% |
| All | +372.3% | +235.4% | +136.9% | +115.3% |
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