+89.4%
STM vs CBRE
-9.3%
+98.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +6.6% |
| 7D | -5.6% | +1.0% | -6.6% | -5.5% |
| 30D | -14.4% | +5.6% | -20.1% | -14.6% |
| 3M | -20.5% | -6.8% | -13.7% | -20.1% |
| 6M | -24.5% | -5.6% | -18.9% | -23.7% |
| YTD | +72.7% | -14.1% | +86.8% | +71.1% |
| All | +89.4% | -9.3% | +98.8% | +80.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling