+170.2%
SLB vs CBRE
+2,039.6%
-1,869.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -7.1% | +5.2% | -12.3% | -8.7% |
| 30D | +4.1% | +6.2% | -2.1% | +1.6% |
| 3M | -2.6% | -8.1% | +5.5% | -0.9% |
| 6M | -8.6% | -6.6% | -1.9% | -7.8% |
| YTD | +32.2% | -15.7% | +47.9% | +36.5% |
| 1Y | +40.7% | -9.7% | +50.3% | +41.9% |
| 3Y | -4.5% | +80.4% | -84.9% | -24.0% |
| 5Y | +66.4% | +27.0% | +39.3% | +45.4% |
| 10Y | -15.1% | +412.9% | -428.0% | -50.1% |
| All | +170.2% | +2,039.6% | -1,869.4% | -17.1% |
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