+47.9%
SO vs CBRE
+79.1%
-31.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -1.5% | +5.2% | -6.6% | -1.8% |
| 30D | +8.1% | +6.2% | +1.8% | +7.5% |
| 3M | +0.2% | -8.1% | +8.3% | +0.7% |
| 6M | +0.4% | -6.6% | +7.0% | +0.6% |
| YTD | +8.5% | -15.7% | +24.2% | +9.1% |
| 1Y | +4.9% | -9.7% | +14.6% | +4.8% |
| 3Y | +47.9% | +80.4% | -32.5% | +31.1% |
| All | +47.9% | +79.1% | -31.2% | +31.1% |
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