+26.4%
SOFI vs CBRE
+112.2%
-85.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.7% |
| 7D | -4.9% | -1.8% | -3.1% | -3.4% |
| 30D | +8.4% | +3.3% | +5.1% | +5.0% |
| 3M | -16.3% | -12.4% | -4.0% | -7.3% |
| 6M | +0.7% | -5.4% | +6.1% | +2.3% |
| YTD | -41.1% | -17.2% | -23.9% | -33.7% |
| 1Y | -45.7% | -13.1% | -32.6% | -41.7% |
| 3Y | +119.0% | +81.6% | +37.5% | +19.9% |
| 5Y | -32.2% | +26.4% | -58.7% | -52.9% |
| All | +26.4% | +112.2% | -85.8% | -9.7% |
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