+335.2%
SGI vs CBRE
+388.5%
-53.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -2.8% | -3.6% |
| 7D | -3.9% | -0.5% | -3.4% | -3.4% |
| 30D | +0.9% | +3.1% | -2.1% | -1.3% |
| 3M | -2.9% | -6.4% | +3.5% | +1.0% |
| 6M | -9.0% | -7.9% | -1.1% | -4.8% |
| YTD | -29.2% | -16.2% | -13.0% | -22.0% |
| 1Y | -32.3% | -11.2% | -21.0% | -28.5% |
| 3Y | +72.4% | +83.4% | -11.0% | +3.1% |
| 5Y | +50.6% | +28.4% | +22.2% | +15.5% |
| 10Y | +335.2% | +386.8% | -51.5% | +24.1% |
| All | +335.2% | +388.5% | -53.3% | +24.1% |
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