+149.8%
SMR vs CBRE
+86.2%
+63.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -2.1% |
| 7D | -2.8% | -0.5% | -2.3% | -2.2% |
| 30D | -27.5% | +3.1% | -30.6% | -29.6% |
| 3M | -43.1% | -6.4% | -36.8% | -40.9% |
| 6M | -58.4% | -7.9% | -50.5% | -56.8% |
| YTD | -63.2% | -16.2% | -47.0% | -58.4% |
| 1Y | -81.6% | -11.2% | -70.4% | -80.4% |
| 3Y | +149.8% | +83.4% | +66.3% | +6.6% |
| All | +149.8% | +86.2% | +63.6% | +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 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