-18.4%
SGI vs CBRE
-14.3%
-4.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.0% |
| 7D | +0.6% | -1.7% | +2.3% | +1.3% |
| 30D | +5.5% | -3.0% | +8.5% | +6.9% |
| 3M | -3.6% | +2.6% | -6.2% | -5.0% |
| 6M | -15.0% | +2.0% | -17.0% | -16.2% |
| YTD | -23.0% | -13.1% | -9.9% | -21.2% |
| 1Y | -18.4% | -13.8% | -4.6% | -16.1% |
| All | -18.4% | -14.3% | -4.1% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling