-24.4%
STRL vs CBRE
-9.3%
-15.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.0% | +13.0% | +15.0% |
| 7D | -13.3% | +1.0% | -14.4% | -13.1% |
| 30D | -43.3% | +5.6% | -49.0% | -43.1% |
| 3M | -46.9% | -6.8% | -40.1% | -47.0% |
| 6M | -65.6% | -5.6% | -60.0% | -65.0% |
| YTD | -5.1% | -14.1% | +9.0% | -7.9% |
| All | -24.4% | -9.3% | -15.1% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling