+799.8%
STLD vs CBRE
+387.8%
+412.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.5% | -4.6% | +4.2% | +2.1% |
| 30D | -0.1% | +3.0% | -3.0% | -2.2% |
| 3M | -9.2% | -8.7% | -0.4% | -6.1% |
| 6M | +1.8% | -7.9% | +9.6% | +3.6% |
| YTD | +42.1% | -16.3% | +58.4% | +49.9% |
| 1Y | +58.5% | -13.1% | +71.6% | +63.4% |
| 3Y | +128.2% | +83.1% | +45.1% | +43.0% |
| 5Y | +288.2% | +27.7% | +260.5% | +196.4% |
| 10Y | +799.8% | +386.9% | +412.9% | +214.9% |
| All | +799.8% | +387.8% | +412.0% | +214.9% |
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 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