-48.1%
SMR vs CBRE
+39.2%
-87.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -2.4% |
| 7D | -2.8% | -0.5% | -2.3% | -2.3% |
| 30D | -27.5% | +3.1% | -30.6% | -29.3% |
| 3M | -43.1% | -6.4% | -36.8% | -41.2% |
| 6M | -58.4% | -7.9% | -50.5% | -57.1% |
| YTD | -63.2% | -16.2% | -47.0% | -59.2% |
| 1Y | -81.6% | -11.2% | -70.4% | -80.5% |
| 3Y | +149.8% | +83.4% | +66.3% | +69.6% |
| All | -48.1% | +39.2% | -87.3% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling