+1,850.2%
SGI vs CBRE
+2,024.9%
-174.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -10.5% | -4.6% | -5.9% | -8.6% |
| 30D | +0.1% | +3.0% | -2.8% | -1.1% |
| 3M | -4.0% | -8.7% | +4.8% | -0.4% |
| 6M | -5.6% | -7.9% | +2.3% | -2.8% |
| YTD | -29.5% | -16.3% | -13.2% | -24.8% |
| 1Y | -31.5% | -13.1% | -18.4% | -28.1% |
| 3Y | +71.6% | +83.1% | -11.5% | +31.1% |
| 5Y | +50.5% | +27.7% | +22.8% | +34.2% |
| 10Y | +333.9% | +386.9% | -53.0% | +133.2% |
| All | +1,850.2% | +2,024.9% | -174.8% | +486.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling