+7,800.6%
STRL vs CBRE
+2,039.6%
+5,761.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | -26.9% | +5.2% | -32.1% | -28.4% |
| 30D | -52.7% | +6.2% | -58.9% | -53.8% |
| 3M | -52.8% | -8.1% | -44.7% | -52.0% |
| 6M | -71.5% | -6.6% | -64.8% | -71.5% |
| YTD | -17.4% | -15.7% | -1.7% | -15.4% |
| 1Y | -35.0% | -9.7% | -25.3% | -34.8% |
| 3Y | +239.2% | +80.4% | +158.8% | +171.3% |
| 5Y | +830.2% | +27.0% | +803.1% | +725.2% |
| 10Y | +3,574.7% | +412.9% | +3,161.8% | +2,027.8% |
| All | +7,800.6% | +2,039.6% | +5,761.0% | +2,422.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling