+244.6%
SIMO vs CBRE
+84.7%
+159.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.8% | +8.7% |
| 7D | +0.9% | -4.6% | +5.6% | +1.4% |
| 30D | -25.4% | +3.0% | -28.4% | -25.6% |
| 3M | -17.8% | -8.7% | -9.0% | -17.0% |
| 6M | -29.6% | -7.9% | -21.7% | -29.0% |
| YTD | +100.3% | -16.3% | +116.6% | +104.9% |
| 1Y | +100.4% | -13.1% | +113.5% | +101.6% |
| All | +244.6% | +84.7% | +159.8% | +195.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling