-15.7%
STM vs CBRE
+26.4%
-42.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.7% |
| 7D | -10.7% | +5.2% | -15.9% | -13.0% |
| 30D | -25.7% | +6.2% | -32.0% | -28.2% |
| 3M | -21.6% | -8.1% | -13.5% | -19.1% |
| 6M | -27.8% | -6.6% | -21.2% | -27.2% |
| YTD | +61.8% | -15.7% | +77.5% | +69.8% |
| 1Y | +78.1% | -9.7% | +87.8% | +78.9% |
| 3Y | +4.9% | +80.4% | -75.5% | -35.8% |
| All | -15.7% | +26.4% | -42.1% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling