-0.1%
SW vs CBRE
+34.2%
-34.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +2.5% |
| 7D | +12.1% | +14.1% | -2.0% | +6.5% |
| 30D | +6.6% | +9.0% | -2.5% | +2.8% |
| 3M | -6.0% | -6.6% | +0.6% | -3.8% |
| 6M | +21.5% | +0.8% | +20.7% | +20.7% |
| YTD | +20.3% | -12.2% | +32.6% | +23.9% |
| 1Y | +28.1% | -6.8% | +35.0% | +28.8% |
| 3Y | +51.6% | +85.6% | -34.0% | +18.2% |
| 5Y | -0.1% | +33.9% | -34.0% | -17.7% |
| All | -0.1% | +34.2% | -34.3% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling