+849.6%
SRE vs CBRE
+1,992.7%
-1,143.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | -1.1% | -2.8% | +1.7% | -0.6% |
| 30D | -4.1% | +2.2% | -6.3% | -4.6% |
| 3M | -7.3% | -10.1% | +2.8% | -5.9% |
| 6M | -14.1% | -8.0% | -6.1% | -13.4% |
| YTD | -8.5% | -17.6% | +9.1% | -6.5% |
| 1Y | -12.0% | -14.7% | +2.7% | -10.7% |
| 3Y | +23.4% | +80.4% | -57.0% | +9.5% |
| 5Y | +51.3% | +25.9% | +25.4% | +41.0% |
| 10Y | +126.3% | +379.5% | -253.2% | +68.2% |
| All | +849.6% | +1,992.7% | -1,143.2% | +423.9% |
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