+60.0%
SGI vs CBRE
+45.8%
+14.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.3% | +2.1% |
| 7D | +9.3% | -1.5% | +10.8% | +10.2% |
| 30D | +6.9% | -4.0% | +10.9% | +9.4% |
| 3M | +2.8% | +8.0% | -5.2% | -3.0% |
| 6M | -12.6% | +4.0% | -16.6% | -15.6% |
| YTD | -21.5% | -11.5% | -10.0% | -16.8% |
| 1Y | -18.8% | -13.0% | -5.7% | -13.1% |
| 3Y | +60.8% | +66.9% | -6.1% | +1.1% |
| 5Y | +60.0% | +45.0% | +15.0% | +6.9% |
| All | +60.0% | +45.8% | +14.2% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling