+439.5%
SN vs CBRE
+64.5%
+375.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | +7.2% | +5.2% | +2.0% | +4.6% |
| 30D | +20.4% | +6.2% | +14.2% | +16.9% |
| 3M | +23.9% | -8.1% | +32.0% | +27.9% |
| 6M | +93.0% | -6.6% | +99.7% | +97.0% |
| YTD | +99.2% | -15.7% | +115.0% | +109.6% |
| 1Y | +142.6% | -9.7% | +152.3% | +144.1% |
| 3Y | +398.8% | +80.4% | +318.4% | +268.9% |
| All | +439.5% | +64.5% | +375.0% | +312.0% |
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