+86.8%
SGI vs CBRE
+85.6%
+1.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +2.2% |
| 7D | -0.2% | +1.0% | -1.3% | -0.7% |
| 30D | +6.6% | +5.6% | +0.9% | +3.3% |
| 3M | +1.8% | -6.8% | +8.6% | +5.4% |
| 6M | -3.9% | -5.6% | +1.7% | -1.5% |
| YTD | -25.2% | -14.1% | -11.2% | -20.5% |
| 1Y | -26.7% | -9.5% | -17.2% | -24.5% |
| 3Y | +86.8% | +91.8% | -5.0% | +3.4% |
| All | +86.8% | +85.6% | +1.1% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling