+5,653.2%
STLD vs CBRE
+2,234.5%
+3,418.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.7% |
| 3M | -12.4% | +12.9% | -25.3% | -17.6% |
| 6M | +25.5% | +4.3% | +21.2% | +21.7% |
| YTD | +43.6% | -8.0% | +51.7% | +45.1% |
| 1Y | +87.2% | -8.6% | +95.7% | +89.1% |
| 3Y | +135.2% | +71.9% | +63.4% | +77.3% |
| 5Y | +290.9% | +50.0% | +240.9% | +209.7% |
| 10Y | +1,113.5% | +390.1% | +723.4% | +481.1% |
| All | +5,653.2% | +2,234.5% | +3,418.7% | +1,196.7% |
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