+3,667.8%
STRL vs CBRE
+397.3%
+3,270.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.8% |
| 7D | -26.9% | +5.2% | -32.1% | -29.2% |
| 30D | -52.7% | +6.2% | -58.9% | -54.5% |
| 3M | -52.8% | -8.1% | -44.7% | -51.6% |
| 6M | -71.5% | -6.6% | -64.8% | -71.6% |
| YTD | -17.4% | -15.7% | -1.7% | -14.5% |
| 1Y | -35.0% | -9.7% | -25.3% | -35.2% |
| 3Y | +239.2% | +80.4% | +158.8% | +126.1% |
| 5Y | +830.2% | +27.0% | +803.1% | +633.1% |
| All | +3,667.8% | +397.3% | +3,270.5% | +1,544.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling