-53.7%
SMR vs CBRE
+37.4%
-91.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.8% | -3.6% |
| 7D | -8.3% | -1.8% | -6.5% | -7.0% |
| 30D | -20.1% | +3.3% | -23.4% | -22.1% |
| 3M | -52.7% | -12.4% | -40.3% | -48.8% |
| 6M | -61.0% | -5.4% | -55.7% | -60.7% |
| YTD | -67.1% | -17.2% | -49.9% | -63.3% |
| 1Y | -79.9% | -13.1% | -66.8% | -78.3% |
| 3Y | +101.7% | +81.6% | +20.2% | +38.1% |
| All | -53.7% | +37.4% | -91.1% | -67.9% |
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