+50.8%
SMTC vs CBRE
-11.6%
+62.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.8% |
| 7D | -10.9% | -0.5% | -10.4% | -10.8% |
| 30D | -39.4% | +3.1% | -42.5% | -38.7% |
| 3M | -13.5% | -6.4% | -7.2% | -13.6% |
| 6M | -6.8% | -7.9% | +1.1% | -5.8% |
| YTD | +54.0% | -16.2% | +70.2% | +54.7% |
| 1Y | +50.8% | -11.2% | +62.0% | +47.0% |
| All | +50.8% | -11.6% | +62.3% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling