-16.5%
SOUN vs CBRE
+67.1%
-83.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.9% |
| 7D | -7.1% | -5.0% | -2.2% | -3.1% |
| 30D | -15.4% | -4.7% | -10.7% | -12.4% |
| 3M | -10.6% | +6.5% | -17.1% | -17.4% |
| 6M | -19.6% | +6.1% | -25.7% | -26.0% |
| YTD | -37.2% | -12.6% | -24.6% | -31.9% |
| 1Y | -57.1% | -15.3% | -41.8% | -52.4% |
| 3Y | +178.2% | +64.6% | +113.6% | +62.0% |
| All | -16.5% | +67.1% | -83.6% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling