+7,185.0%
STX vs CBRE
+2,039.6%
+5,145.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -28.5% | +5.2% | -33.7% | -29.7% |
| 30D | -42.9% | +6.2% | -49.1% | -44.1% |
| 3M | -45.9% | -8.1% | -37.8% | -45.0% |
| 6M | -41.3% | -6.6% | -34.6% | -41.4% |
| YTD | +67.9% | -15.7% | +83.7% | +71.5% |
| 1Y | +66.5% | -9.7% | +76.2% | +66.2% |
| 3Y | +588.0% | +80.4% | +507.6% | +447.6% |
| 5Y | +449.1% | +27.0% | +422.0% | +383.7% |
| 10Y | +1,982.8% | +412.9% | +1,569.9% | +1,073.3% |
| All | +7,185.0% | +2,039.6% | +5,145.3% | +1,407.0% |
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