+7.5%
SMR vs CBRE
+44.2%
-36.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.1% |
| 7D | +13.1% | -1.7% | +14.8% | +13.8% |
| 30D | +17.8% | -3.0% | +20.7% | +19.5% |
| 3M | +8.1% | +2.6% | +5.5% | +4.0% |
| 6M | -11.1% | +2.0% | -13.1% | -13.6% |
| YTD | -23.7% | -13.1% | -10.6% | -17.1% |
| 1Y | -69.4% | -13.8% | -55.6% | -66.7% |
| 3Y | +82.6% | +63.9% | +18.7% | +28.3% |
| All | +7.5% | +44.2% | -36.8% | -27.5% |
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