+713.7%
SO vs CBRE
+2,234.5%
-1,520.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -0.2% | -2.0% | +1.8% | 0.0% |
| 30D | -4.6% | -2.2% | -2.4% | -4.4% |
| 3M | -3.0% | +12.9% | -15.9% | -4.3% |
| 6M | -8.3% | +4.3% | -12.6% | -8.8% |
| YTD | +3.5% | -8.0% | +11.6% | +3.9% |
| 1Y | -0.9% | -8.6% | +7.6% | -0.6% |
| 3Y | +45.4% | +71.9% | -26.5% | +36.3% |
| 5Y | +59.6% | +50.0% | +9.6% | +50.5% |
| 10Y | +156.6% | +390.1% | -233.5% | +116.5% |
| All | +713.7% | +2,234.5% | -1,520.8% | +487.7% |
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