+275.2%
SGI vs CBRE
+381.8%
-106.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -0.7% |
| 7D | +0.6% | -1.7% | +2.3% | +1.7% |
| 30D | +5.5% | -3.0% | +8.5% | +7.4% |
| 3M | -3.6% | +2.6% | -6.2% | -6.0% |
| 6M | -15.0% | +2.0% | -17.0% | -17.0% |
| YTD | -23.0% | -13.1% | -9.9% | -17.1% |
| 1Y | -18.4% | -13.8% | -4.6% | -12.0% |
| 3Y | +57.8% | +63.9% | -6.1% | +3.1% |
| 5Y | +51.5% | +42.3% | +9.1% | +8.3% |
| 10Y | +275.2% | +401.2% | -126.0% | +13.0% |
| All | +275.2% | +381.8% | -106.7% | +13.0% |
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