+49.3%
SOFI vs CBRE
+135.7%
-86.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.1% |
| 7D | +0.9% | -2.0% | +2.9% | +2.5% |
| 30D | -0.2% | -2.2% | +2.0% | +1.2% |
| 3M | +6.2% | +12.9% | -6.7% | -6.2% |
| 6M | -2.6% | +4.3% | -6.9% | -8.1% |
| YTD | -30.4% | -8.0% | -22.4% | -28.0% |
| 1Y | -28.2% | -8.6% | -19.7% | -25.7% |
| 3Y | +107.3% | +71.9% | +35.4% | +20.1% |
| 5Y | +20.2% | +50.0% | -29.8% | -25.3% |
| All | +49.3% | +135.7% | -86.3% | -1.9% |
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