+82.0%
SIMO vs CBRE
-11.6%
+93.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -2.5% |
| 7D | -16.0% | -0.5% | -15.5% | -16.0% |
| 30D | -35.8% | +3.1% | -38.8% | -34.8% |
| 3M | -26.5% | -6.4% | -20.1% | -27.4% |
| 6M | -33.0% | -7.9% | -25.1% | -32.8% |
| YTD | +84.3% | -16.2% | +100.5% | +78.9% |
| 1Y | +82.0% | -11.2% | +93.2% | +72.8% |
| All | +82.0% | -11.6% | +93.5% | +72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling