+77.0%
SO vs CBRE
+26.4%
+50.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -1.5% | +5.2% | -6.6% | -2.2% |
| 30D | +8.1% | +6.2% | +1.8% | +7.1% |
| 3M | +0.2% | -8.1% | +8.3% | +1.1% |
| 6M | +0.4% | -6.6% | +7.0% | +0.9% |
| YTD | +8.5% | -15.7% | +24.2% | +10.1% |
| 1Y | +4.9% | -9.7% | +14.6% | +5.2% |
| 3Y | +47.9% | +80.4% | -32.5% | +28.0% |
| All | +77.0% | +26.4% | +50.7% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling