+459.7%
STT vs CBRE
+2,081.6%
-1,621.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.3% | +2.4% |
| 7D | +0.9% | +1.0% | -0.1% | +0.5% |
| 30D | -2.3% | +5.6% | -8.0% | -5.0% |
| 3M | -7.0% | -6.8% | -0.2% | -4.9% |
| 6M | +15.5% | -5.6% | +21.1% | +16.5% |
| YTD | +35.6% | -14.1% | +49.7% | +41.2% |
| 1Y | +47.9% | -9.5% | +57.3% | +50.4% |
| 3Y | +181.1% | +91.8% | +89.3% | +102.7% |
| 5Y | +108.2% | +30.3% | +77.9% | +77.0% |
| 10Y | +201.0% | +406.9% | -205.9% | +40.6% |
| All | +459.7% | +2,081.6% | -1,621.9% | +47.4% |
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