+365.7%
SE vs CBRE
+237.2%
+128.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | +2.0% | +5.2% | -3.2% | -0.6% |
| 30D | -20.0% | +6.2% | -26.2% | -22.7% |
| 3M | -31.8% | -8.1% | -23.7% | -29.2% |
| 6M | -15.9% | -6.6% | -9.2% | -13.8% |
| YTD | -40.6% | -15.7% | -24.9% | -36.5% |
| 1Y | -50.7% | -9.7% | -41.0% | -49.3% |
| 3Y | +70.3% | +80.4% | -10.1% | +14.9% |
| 5Y | -78.8% | +27.0% | -105.9% | -82.7% |
| All | +365.7% | +237.2% | +128.6% | +111.7% |
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