+902.0%
SRE vs CBRE
+2,234.5%
-1,332.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -0.3% | -2.0% | +1.6% | 0.0% |
| 30D | -0.7% | -2.2% | +1.5% | -0.5% |
| 3M | -6.3% | +12.9% | -19.2% | -8.5% |
| 6M | -10.7% | +4.3% | -15.0% | -11.7% |
| YTD | -3.5% | -8.0% | +4.6% | -3.0% |
| 1Y | +5.3% | -8.6% | +13.9% | +5.8% |
| 3Y | +31.8% | +71.9% | -40.1% | +18.0% |
| 5Y | +47.4% | +50.0% | -2.7% | +33.6% |
| 10Y | +120.6% | +390.1% | -269.5% | +63.2% |
| All | +902.0% | +2,234.5% | -1,332.5% | +443.9% |
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