+211.3%
SLB vs CBRE
+2,234.5%
-2,023.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.8% | -2.0% | +2.8% | +1.3% |
| 30D | +15.8% | -2.2% | +18.0% | +16.2% |
| 3M | -0.3% | +12.9% | -13.3% | -4.7% |
| 6M | +21.3% | +4.3% | +17.0% | +18.6% |
| YTD | +52.3% | -8.0% | +60.4% | +53.8% |
| 1Y | +63.6% | -8.6% | +72.2% | +65.2% |
| 3Y | +3.8% | +71.9% | -68.1% | -15.8% |
| 5Y | +128.6% | +50.0% | +78.6% | +90.6% |
| 10Y | -3.1% | +390.1% | -393.1% | -42.4% |
| All | +211.3% | +2,234.5% | -2,023.2% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling