+408.0%
SIMO vs CBRE
+421.6%
-13.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +5.1% |
| 7D | -8.5% | +1.0% | -9.5% | -8.7% |
| 30D | -34.8% | +5.6% | -40.5% | -36.1% |
| 3M | -32.8% | -6.8% | -26.1% | -31.9% |
| 6M | -32.0% | -5.6% | -26.5% | -32.2% |
| YTD | +87.0% | -14.1% | +101.1% | +90.0% |
| 1Y | +86.1% | -9.5% | +95.6% | +85.1% |
| 3Y | +226.4% | +91.8% | +134.6% | +141.7% |
| 5Y | +172.1% | +30.3% | +141.8% | +129.1% |
| 10Y | +408.0% | +406.9% | +1.2% | +151.3% |
| All | +408.0% | +421.6% | -13.6% | +151.3% |
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