+292.6%
STLD vs CBRE
+50.7%
+241.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +3.1% | -2.0% | +5.1% | +3.9% |
| 30D | -9.0% | -2.2% | -6.8% | -8.6% |
| 3M | -12.4% | +12.9% | -25.3% | -17.9% |
| 6M | +25.5% | +4.3% | +21.2% | +21.6% |
| YTD | +43.6% | -8.0% | +51.7% | +45.5% |
| 1Y | +87.2% | -8.6% | +95.7% | +89.4% |
| 3Y | +135.2% | +71.9% | +63.4% | +62.8% |
| All | +292.6% | +50.7% | +241.9% | +176.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling