+532.9%
STT vs CBRE
+2,234.5%
-1,701.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.5% | -2.0% | +2.5% | +1.3% |
| 30D | +3.9% | -2.2% | +6.0% | +4.5% |
| 3M | +20.0% | +12.9% | +7.0% | +12.8% |
| 6M | +55.3% | +4.3% | +51.0% | +50.6% |
| YTD | +53.3% | -8.0% | +61.4% | +55.8% |
| 1Y | +74.7% | -8.6% | +83.3% | +77.6% |
| 3Y | +205.8% | +71.9% | +134.0% | +131.9% |
| 5Y | +145.0% | +50.0% | +95.0% | +96.9% |
| 10Y | +266.0% | +390.1% | -124.0% | +73.5% |
| All | +532.9% | +2,234.5% | -1,701.5% | +62.7% |
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 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