+339.9%
SMTC vs CBRE
+388.5%
-48.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.1% |
| 7D | -10.9% | -0.5% | -10.4% | -10.6% |
| 30D | -39.4% | +3.1% | -42.5% | -41.2% |
| 3M | -13.5% | -6.4% | -7.2% | -12.7% |
| 6M | -6.8% | -7.9% | +1.1% | -7.2% |
| YTD | +54.0% | -16.2% | +70.2% | +60.3% |
| 1Y | +50.8% | -11.2% | +62.0% | +51.1% |
| 3Y | +677.3% | +83.4% | +593.9% | +395.4% |
| 5Y | +28.7% | +28.4% | +0.3% | +0.4% |
| 10Y | +339.9% | +386.8% | -46.9% | +82.0% |
| All | +339.9% | +388.5% | -48.7% | +82.0% |
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