+422.5%
STM vs CBRE
+421.6%
+0.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +5.7% |
| 7D | -5.6% | +1.0% | -6.6% | -6.1% |
| 30D | -14.4% | +5.6% | -20.1% | -17.1% |
| 3M | -20.5% | -6.8% | -13.7% | -18.5% |
| 6M | -24.5% | -5.6% | -18.9% | -24.3% |
| YTD | +72.7% | -14.1% | +86.8% | +79.5% |
| 1Y | +91.0% | -9.5% | +100.5% | +92.5% |
| 3Y | +13.5% | +91.8% | -78.3% | -28.2% |
| 5Y | -9.2% | +30.3% | -39.5% | -29.4% |
| 10Y | +422.5% | +406.9% | +15.7% | +112.9% |
| All | +422.5% | +421.6% | +0.9% | +112.9% |
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