+60.8%
SGI vs CBRE
+67.4%
-6.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.3% | +1.7% |
| 7D | +9.3% | -1.5% | +10.8% | +10.0% |
| 30D | +6.9% | -4.0% | +10.9% | +9.1% |
| 3M | +2.8% | +8.0% | -5.2% | -1.9% |
| 6M | -12.6% | +4.0% | -16.6% | -15.0% |
| YTD | -21.5% | -11.5% | -10.0% | -17.6% |
| 1Y | -18.8% | -13.0% | -5.7% | -14.1% |
| 3Y | +60.8% | +66.9% | -6.1% | +5.9% |
| All | +60.8% | +67.4% | -6.6% | +5.9% |
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