+253.0%
STM vs CBRE
+1,992.7%
-1,739.7%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | +16.3% | -2.8% | +19.1% | +17.4% |
| 30D | -6.3% | +2.2% | -8.5% | -7.1% |
| 3M | -14.1% | -10.1% | -4.0% | -11.7% |
| 6M | -19.6% | -8.0% | -11.6% | -18.7% |
| YTD | +80.1% | -17.6% | +97.7% | +87.6% |
| 1Y | +95.4% | -14.7% | +110.1% | +101.1% |
| 3Y | +14.7% | +80.4% | -65.7% | -9.1% |
| 5Y | -5.4% | +25.9% | -31.3% | -15.5% |
| 10Y | +465.5% | +379.5% | +86.0% | +229.7% |
| All | +253.0% | +1,992.7% | -1,739.7% | +5.6% |
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