+120.0%
SRE vs CBRE
+398.3%
-278.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -0.7% | -7.2% | +6.6% | +1.5% |
| 30D | -1.7% | -6.4% | +4.7% | 0.0% |
| 3M | -7.1% | +2.9% | -10.0% | -8.4% |
| 6M | -8.4% | +2.5% | -10.9% | -10.0% |
| YTD | -3.5% | -14.2% | +10.7% | -0.8% |
| 1Y | +5.4% | -15.1% | +20.5% | +8.6% |
| 3Y | +29.5% | +61.9% | -32.4% | +5.7% |
| 5Y | +48.3% | +42.4% | +5.9% | +23.1% |
| All | +120.0% | +398.3% | -278.4% | +30.1% |
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