+434.6%
SIMO vs CBRE
+387.8%
+46.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.8% | +8.7% |
| 7D | +0.9% | -4.6% | +5.6% | +2.6% |
| 30D | -25.4% | +3.0% | -28.4% | -26.3% |
| 3M | -17.8% | -8.7% | -9.0% | -16.1% |
| 6M | -29.6% | -7.9% | -21.7% | -29.2% |
| YTD | +100.3% | -16.3% | +116.6% | +105.2% |
| 1Y | +100.4% | -13.1% | +113.5% | +102.1% |
| 3Y | +246.1% | +83.1% | +163.0% | +160.2% |
| 5Y | +189.8% | +27.7% | +162.1% | +145.2% |
| 10Y | +434.6% | +386.9% | +47.7% | +156.5% |
| All | +434.6% | +387.8% | +46.8% | +156.5% |
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 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