+7,282.2%
STRL vs CBRE
+397.8%
+6,884.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.4% | +6.1% |
| 7D | +3.4% | -2.0% | +5.4% | +4.3% |
| 30D | -9.2% | -2.2% | -7.1% | -8.8% |
| 3M | -51.0% | +12.9% | -64.0% | -55.1% |
| 6M | +15.8% | +4.3% | +11.5% | +10.5% |
| YTD | +58.9% | -8.0% | +66.9% | +59.1% |
| 1Y | +68.5% | -8.6% | +77.1% | +68.8% |
| 3Y | +485.2% | +71.9% | +413.3% | +306.7% |
| 5Y | +2,005.1% | +50.0% | +1,955.1% | +1,439.0% |
| All | +7,282.2% | +397.8% | +6,884.4% | +3,021.9% |
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