+75.2%
STRL vs CBRE
-12.5%
+87.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.8% | +7.0% | +3.0% |
| 7D | +10.1% | -1.5% | +11.6% | +10.0% |
| 30D | -8.2% | -4.0% | -4.2% | -8.4% |
| 3M | -43.7% | +8.0% | -51.7% | -44.3% |
| 6M | +27.1% | +4.0% | +23.1% | +27.4% |
| YTD | +64.0% | -11.5% | +75.5% | +63.3% |
| 1Y | +75.2% | -13.0% | +88.2% | +83.4% |
| All | +75.2% | -12.5% | +87.6% | +83.4% |
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