+384.8%
SIMO vs CBRE
+397.3%
-12.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | -22.0% | +5.2% | -27.2% | -23.4% |
| 30D | -43.0% | +6.2% | -49.3% | -44.3% |
| 3M | -39.1% | -8.1% | -31.0% | -38.1% |
| 6M | -33.3% | -6.6% | -26.6% | -33.3% |
| YTD | +77.0% | -15.7% | +92.7% | +80.8% |
| 1Y | +73.0% | -9.7% | +82.7% | +71.9% |
| 3Y | +215.7% | +80.4% | +135.3% | +138.8% |
| 5Y | +155.6% | +27.0% | +128.6% | +116.9% |
| All | +384.8% | +397.3% | -12.5% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling