+75.7%
STT vs CBRE
-14.3%
+90.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | +1.0% | -1.7% | +2.6% | +1.4% |
| 30D | +2.8% | -3.0% | +5.8% | +3.3% |
| 3M | +18.1% | +2.6% | +15.5% | +16.6% |
| 6M | +59.2% | +2.0% | +57.2% | +56.6% |
| YTD | +51.5% | -13.1% | +64.6% | +55.1% |
| 1Y | +75.7% | -13.8% | +89.5% | +77.8% |
| All | +75.7% | -14.3% | +90.0% | +77.8% |
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