+388.9%
SMTC vs CBRE
+2,081.6%
-1,692.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.0% | +10.9% | +12.3% |
| 7D | -4.8% | +1.0% | -5.9% | -5.1% |
| 30D | -37.8% | +5.6% | -43.5% | -39.1% |
| 3M | -16.5% | -6.8% | -9.7% | -15.8% |
| 6M | -4.4% | -5.6% | +1.2% | -5.0% |
| YTD | +58.0% | -14.1% | +72.1% | +60.7% |
| 1Y | +62.0% | -9.5% | +71.5% | +62.2% |
| 3Y | +745.7% | +91.8% | +653.9% | +590.5% |
| 5Y | +29.0% | +30.3% | -1.3% | +17.6% |
| 10Y | +351.4% | +406.9% | -55.5% | +193.1% |
| All | +388.9% | +2,081.6% | -1,692.8% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling