+296.3%
STM vs CBRE
+2,234.5%
-1,938.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +5.8% | -2.0% | +7.8% | +6.4% |
| 30D | -1.0% | -2.2% | +1.2% | -0.6% |
| 3M | -33.3% | +12.9% | -46.2% | -36.6% |
| 6M | +57.4% | +4.3% | +53.0% | +53.1% |
| YTD | +102.2% | -8.0% | +110.2% | +103.8% |
| 1Y | +99.6% | -8.6% | +108.2% | +101.3% |
| 3Y | +14.5% | +71.9% | -57.4% | -7.6% |
| 5Y | +21.4% | +50.0% | -28.6% | +2.7% |
| 10Y | +695.0% | +390.1% | +304.9% | +358.9% |
| All | +296.3% | +2,234.5% | -1,938.2% | +14.7% |
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