+481.4%
SIMO vs CBRE
+397.8%
+83.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.6% | +9.3% | +8.9% |
| 7D | +4.2% | -2.0% | +6.2% | +4.8% |
| 30D | +4.1% | -2.2% | +6.3% | +4.4% |
| 3M | -12.9% | +12.9% | -25.8% | -17.6% |
| 6M | +110.3% | +4.3% | +106.0% | +103.1% |
| YTD | +178.6% | -8.0% | +186.6% | +178.6% |
| 1Y | +220.0% | -8.6% | +228.6% | +219.9% |
| 3Y | +409.0% | +71.9% | +337.2% | +294.7% |
| 5Y | +277.3% | +50.0% | +227.3% | +202.5% |
| All | +481.4% | +397.8% | +83.6% | +167.2% |
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