+852.5%
STLD vs CBRE
+397.3%
+455.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -11.1% | +5.2% | -16.3% | -13.6% |
| 30D | -4.8% | +6.2% | -11.0% | -8.4% |
| 3M | -14.6% | -8.1% | -6.5% | -12.0% |
| 6M | -7.4% | -6.6% | -0.8% | -6.4% |
| YTD | +32.6% | -15.7% | +48.3% | +39.4% |
| 1Y | +47.3% | -9.7% | +57.0% | +48.5% |
| 3Y | +107.5% | +80.4% | +27.1% | +31.3% |
| 5Y | +268.8% | +27.0% | +241.8% | +182.8% |
| All | +852.5% | +397.3% | +455.3% | +226.8% |
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