+527.9%
SMTC vs CBRE
+381.8%
+146.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.9% |
| 7D | +22.5% | -1.7% | +24.2% | +23.2% |
| 30D | +24.9% | -3.0% | +27.8% | +25.2% |
| 3M | +4.1% | +2.6% | +1.4% | -1.4% |
| 6M | +92.6% | +2.0% | +90.6% | +82.7% |
| YTD | +122.5% | -13.1% | +135.6% | +130.0% |
| 1Y | +166.2% | -13.8% | +180.0% | +175.6% |
| 3Y | +577.2% | +63.9% | +513.3% | +369.6% |
| 5Y | +119.0% | +42.3% | +76.6% | +63.1% |
| 10Y | +527.9% | +401.2% | +126.7% | +144.7% |
| All | +527.9% | +381.8% | +146.1% | +144.7% |
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