+97.0%
STM vs CBRE
-11.8%
+108.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | +1.4% | -4.6% | +6.1% | +1.8% |
| 30D | -8.4% | +3.0% | -11.3% | -8.3% |
| 3M | -15.8% | -8.7% | -7.1% | -15.3% |
| 6M | -22.8% | -7.9% | -14.9% | -21.9% |
| YTD | +79.4% | -16.3% | +95.7% | +78.0% |
| 1Y | +97.0% | -13.1% | +110.1% | +90.2% |
| All | +97.0% | -11.8% | +108.8% | +90.2% |
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