+439.4%
STT vs CBRE
+2,039.6%
-1,600.2%
-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% | +0.5% |
| 7D | -2.5% | +5.2% | -7.6% | -4.7% |
| 30D | -5.0% | +6.2% | -11.2% | -7.8% |
| 3M | -10.5% | -8.1% | -2.4% | -8.0% |
| 6M | +10.0% | -6.6% | +16.7% | +11.5% |
| YTD | +30.7% | -15.7% | +46.4% | +37.2% |
| 1Y | +43.8% | -9.7% | +53.4% | +46.3% |
| 3Y | +168.1% | +80.4% | +87.7% | +98.5% |
| 5Y | +101.4% | +27.0% | +74.4% | +73.1% |
| 10Y | +211.3% | +412.9% | -201.6% | +44.8% |
| All | +439.4% | +2,039.6% | -1,600.2% | +43.3% |
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