+571.7%
SMTC vs CBRE
+67.4%
+504.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.8% | +13.7% | +12.0% |
| 7D | +22.9% | -1.5% | +24.5% | +23.5% |
| 30D | +16.6% | -4.0% | +20.6% | +17.6% |
| 3M | +2.4% | +8.0% | -5.6% | -6.8% |
| 6M | +98.3% | +4.0% | +94.3% | +84.9% |
| YTD | +120.7% | -11.5% | +132.2% | +127.0% |
| 1Y | +168.3% | -13.0% | +181.3% | +178.4% |
| 3Y | +571.7% | +66.9% | +504.8% | +249.6% |
| All | +571.7% | +67.4% | +504.3% | +249.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling