+266.4%
STT vs CBRE
+381.8%
-115.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.0% |
| 7D | +1.0% | -1.7% | +2.6% | +1.8% |
| 30D | +2.8% | -3.0% | +5.8% | +3.9% |
| 3M | +18.1% | +2.6% | +15.5% | +15.0% |
| 6M | +59.2% | +2.0% | +57.2% | +54.4% |
| YTD | +51.5% | -13.1% | +64.6% | +59.2% |
| 1Y | +75.7% | -13.8% | +89.5% | +84.9% |
| 3Y | +200.8% | +63.9% | +136.9% | +109.6% |
| 5Y | +155.8% | +42.3% | +113.5% | +91.3% |
| 10Y | +266.4% | +401.2% | -134.8% | +43.1% |
| All | +266.4% | +381.8% | -115.5% | +43.1% |
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