+455.3%
SN vs CBRE
+67.7%
+387.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +1.0% | +2.0% |
| 7D | +7.6% | +1.0% | +6.6% | +7.1% |
| 30D | +24.1% | +5.6% | +18.4% | +20.8% |
| 3M | +23.7% | -6.8% | +30.5% | +26.9% |
| 6M | +105.5% | -5.6% | +111.1% | +108.7% |
| YTD | +105.1% | -14.1% | +119.2% | +113.9% |
| 1Y | +148.3% | -9.5% | +157.8% | +150.4% |
| 3Y | +438.7% | +91.8% | +346.9% | +287.1% |
| All | +455.3% | +67.7% | +387.6% | +320.3% |
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