+5,549.0%
STLD vs CBRE
+1,992.7%
+3,556.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | +6.9% | -2.8% | +9.6% | +8.1% |
| 30D | -1.5% | +2.2% | -3.7% | -2.8% |
| 3M | -9.7% | -10.1% | +0.4% | -6.7% |
| 6M | +2.3% | -8.0% | +10.3% | +4.0% |
| YTD | +41.0% | -17.6% | +58.6% | +48.2% |
| 1Y | +51.8% | -14.7% | +66.5% | +57.2% |
| 3Y | +126.4% | +80.4% | +46.1% | +66.3% |
| 5Y | +285.7% | +25.9% | +259.8% | +226.7% |
| 10Y | +792.7% | +379.5% | +413.2% | +330.0% |
| All | +5,549.0% | +1,992.7% | +3,556.3% | +1,224.0% |
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