+130.2%
SRE vs CBRE
+379.0%
-248.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.8% | -1.8% | +3.5% | +2.3% |
| 30D | -3.0% | +3.3% | -6.3% | -4.2% |
| 3M | -7.3% | -12.4% | +5.1% | -4.1% |
| 6M | -11.9% | -5.4% | -6.5% | -11.4% |
| YTD | -7.9% | -17.2% | +9.3% | -4.6% |
| 1Y | -11.1% | -13.1% | +1.9% | -9.5% |
| 3Y | +24.8% | +81.6% | -56.8% | -2.4% |
| 5Y | +52.4% | +26.4% | +25.9% | +31.1% |
| All | +130.2% | +379.0% | -248.9% | +41.1% |
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