+2,080.5%
SGI vs CBRE
+2,234.5%
-154.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +8.5% | -2.0% | +10.5% | +9.3% |
| 30D | +0.7% | -2.2% | +2.9% | +1.6% |
| 3M | +0.6% | +12.9% | -12.3% | -4.6% |
| 6M | -17.9% | +4.3% | -22.3% | -19.6% |
| YTD | -21.2% | -8.0% | -13.1% | -19.1% |
| 1Y | -18.9% | -8.6% | -10.3% | -16.6% |
| 3Y | +52.6% | +71.9% | -19.2% | +19.6% |
| 5Y | +60.7% | +50.0% | +10.7% | +34.1% |
| 10Y | +278.1% | +390.1% | -111.9% | +101.4% |
| All | +2,080.5% | +2,234.5% | -154.0% | +530.8% |
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