+1,968.1%
SGI vs CBRE
+2,081.6%
-113.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +2.4% |
| 7D | -0.2% | +1.0% | -1.3% | -0.6% |
| 30D | +6.6% | +5.6% | +0.9% | +4.1% |
| 3M | +1.8% | -6.8% | +8.6% | +4.6% |
| 6M | -3.9% | -5.6% | +1.7% | -2.0% |
| YTD | -25.2% | -14.1% | -11.2% | -21.1% |
| 1Y | -26.7% | -9.5% | -17.2% | -24.4% |
| 3Y | +86.8% | +91.8% | -5.0% | +40.0% |
| 5Y | +56.6% | +30.3% | +26.3% | +38.4% |
| 10Y | +384.3% | +406.9% | -22.6% | +156.2% |
| All | +1,968.1% | +2,081.6% | -113.5% | +514.9% |
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 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