+752.8%
SO vs CBRE
+2,039.6%
-1,286.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -1.5% | +5.2% | -6.6% | -2.0% |
| 30D | +8.1% | +6.2% | +1.8% | +7.4% |
| 3M | +0.2% | -8.1% | +8.3% | +0.9% |
| 6M | +0.4% | -6.6% | +7.0% | +0.8% |
| YTD | +8.5% | -15.7% | +24.2% | +9.6% |
| 1Y | +4.9% | -9.7% | +14.6% | +5.3% |
| 3Y | +47.9% | +80.4% | -32.5% | +38.0% |
| 5Y | +75.7% | +27.0% | +48.7% | +68.1% |
| 10Y | +178.0% | +412.9% | -234.9% | +134.2% |
| All | +752.8% | +2,039.6% | -1,286.9% | +520.3% |
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 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