+942.9%
STRL vs CBRE
+25.7%
+917.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | +23.4% | -2.8% | +26.2% | +25.0% |
| 30D | -39.5% | +2.2% | -41.7% | -40.4% |
| 3M | -45.1% | -10.1% | -35.0% | -43.1% |
| 6M | -64.6% | -8.0% | -56.6% | -64.3% |
| YTD | -1.5% | -17.6% | +16.1% | +3.2% |
| 1Y | -20.8% | -14.7% | -6.1% | -18.5% |
| 3Y | +353.1% | +80.4% | +272.8% | +192.8% |
| 5Y | +942.9% | +25.9% | +917.0% | +697.7% |
| All | +942.9% | +25.7% | +917.2% | +697.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling