+247.9%
SOXX vs CBRE
+43.6%
+204.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +1.0% |
| 7D | +1.4% | -5.0% | +6.4% | +3.8% |
| 30D | -3.6% | -4.7% | +1.1% | -1.9% |
| 3M | -10.2% | +6.5% | -16.7% | -14.8% |
| 6M | +54.2% | +6.1% | +48.2% | +45.6% |
| YTD | +75.2% | -12.6% | +87.8% | +81.5% |
| 1Y | +107.5% | -15.3% | +122.8% | +118.0% |
| 3Y | +226.8% | +64.6% | +162.2% | +117.5% |
| All | +247.9% | +43.6% | +204.3% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling